-93.2%
FRMI vs CPAY
+59.0%
-152.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.0% | -13.5% | -10.4% |
| 7D | -39.7% | +5.7% | -45.5% | -39.5% |
| 30D | -55.2% | +4.2% | -59.4% | -55.1% |
| 3M | -71.2% | +5.6% | -76.7% | -71.1% |
| 6M | -64.1% | +34.7% | -98.8% | -64.2% |
| YTD | -77.2% | +39.1% | -116.4% | -76.2% |
| 1Y | -93.2% | +60.3% | -153.4% | -92.1% |
| All | -93.2% | +59.0% | -152.2% | -92.1% |
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