+115.4%
FOXA vs CPAY
+49.1%
+66.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | +0.8% | -2.0% | +2.8% | +1.4% |
| 30D | +5.0% | -0.4% | +5.4% | +5.1% |
| 3M | -3.0% | +16.4% | -19.4% | -7.2% |
| 6M | +14.8% | +23.5% | -8.8% | +7.5% |
| YTD | -8.9% | +35.7% | -44.6% | -17.5% |
| 1Y | +13.3% | +30.2% | -16.8% | +4.1% |
| 3Y | +115.4% | +49.7% | +65.7% | +78.0% |
| All | +115.4% | +49.1% | +66.3% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling