-83.4%
FRMI vs CPAY
+42.5%
-126.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.5% |
| 7D | +10.9% | -2.7% | +13.6% | +10.7% |
| 30D | -24.3% | +0.6% | -24.9% | -24.2% |
| 3M | -21.8% | +17.0% | -38.8% | -20.9% |
| 6M | -33.0% | +24.1% | -57.2% | -32.8% |
| YTD | -32.6% | +35.7% | -68.4% | -29.3% |
| All | -83.4% | +42.5% | -126.0% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling