+6.9%
FPS vs CPAY
+25.2%
-18.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.8% | -4.0% |
| 7D | +5.3% | -2.5% | +7.8% | +5.7% |
| 30D | -17.6% | +1.3% | -18.9% | -17.9% |
| 3M | -45.8% | +13.5% | -59.3% | -47.2% |
| 6M | -10.1% | +24.7% | -34.8% | -13.4% |
| All | +6.9% | +25.2% | -18.3% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling