+1,619.6%
FN vs CPAY
+1,731.9%
-112.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.2% | +11.6% |
| 7D | +16.3% | +11.9% | +4.4% | +10.3% |
| 30D | -24.7% | +15.1% | -39.8% | -29.7% |
| 3M | -34.9% | +16.5% | -51.5% | -39.8% |
| 6M | -41.1% | +33.1% | -74.2% | -49.2% |
| YTD | -19.6% | +52.2% | -71.8% | -35.6% |
| 1Y | -18.5% | +65.6% | -84.1% | -37.3% |
| 3Y | +119.1% | +100.2% | +18.9% | +53.5% |
| 5Y | +206.9% | +87.6% | +119.3% | +117.4% |
| 10Y | +826.4% | +205.3% | +621.2% | +391.0% |
| All | +1,619.6% | +1,731.9% | -112.2% | +240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling