-84.3%
FRMI vs CPAY
+45.3%
-129.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +5.3% |
| 7D | +2.4% | +2.1% | +0.3% | +2.5% |
| 30D | -17.3% | +5.5% | -22.8% | -17.0% |
| 3M | -17.2% | +16.6% | -33.7% | -16.0% |
| 6M | -43.4% | +26.7% | -70.0% | -43.1% |
| YTD | -36.0% | +38.4% | -74.4% | -32.7% |
| All | -84.3% | +45.3% | -129.5% | -82.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling