-83.1%
FRMI vs CPAY
+42.4%
-125.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +7.4% | -2.0% | +9.4% | +7.3% |
| 30D | -27.6% | -0.4% | -27.3% | -27.6% |
| 3M | -20.9% | +16.4% | -37.2% | -19.9% |
| 6M | -36.6% | +23.5% | -60.1% | -36.4% |
| YTD | -31.3% | +35.7% | -66.9% | -27.8% |
| All | -83.1% | +42.4% | -125.5% | -81.7% |
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