+1,437.3%
FN vs CPAY
+1,720.6%
-283.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.8% | +9.8% | +10.9% |
| 7D | 0.0% | +13.5% | -13.6% | -5.9% |
| 30D | -34.3% | +13.1% | -47.4% | -38.2% |
| 3M | -39.9% | +14.3% | -54.1% | -43.9% |
| 6M | -51.8% | +49.0% | -100.9% | -60.7% |
| YTD | -28.1% | +51.3% | -79.4% | -42.3% |
| 1Y | -29.1% | +63.7% | -92.8% | -45.2% |
| 3Y | +102.4% | +95.0% | +7.4% | +43.4% |
| 5Y | +171.7% | +86.0% | +85.7% | +93.1% |
| 10Y | +773.5% | +203.3% | +570.2% | +363.9% |
| All | +1,437.3% | +1,720.6% | -283.4% | +205.3% |
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