+48.5%
FND vs CPAY
+167.6%
-119.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.8% | -2.5% | +1.7% | +0.7% |
| 30D | -19.6% | +1.3% | -20.9% | -20.3% |
| 3M | -4.3% | +13.5% | -17.8% | -11.8% |
| 6M | -20.4% | +24.7% | -45.2% | -31.0% |
| YTD | -21.9% | +34.9% | -56.8% | -36.5% |
| 1Y | -45.2% | +29.7% | -74.9% | -54.6% |
| 3Y | -49.2% | +49.4% | -98.6% | -62.3% |
| 5Y | -61.8% | +53.5% | -115.3% | -72.6% |
| All | +48.5% | +167.6% | -119.1% | -7.3% |
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