+166.7%
FTI vs CPAY
+1,524.4%
-1,357.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -2.3% | -2.5% | +0.1% | -1.0% |
| 30D | +5.0% | +1.3% | +3.7% | +4.2% |
| 3M | +13.8% | +13.5% | +0.4% | +5.5% |
| 6M | +22.9% | +24.7% | -1.8% | +6.5% |
| YTD | +75.0% | +34.9% | +40.0% | +42.6% |
| 1Y | +96.9% | +29.7% | +67.2% | +62.3% |
| 3Y | +276.7% | +49.4% | +227.3% | +177.5% |
| 5Y | +1,157.0% | +53.5% | +1,103.5% | +790.4% |
| 10Y | +310.7% | +152.5% | +158.2% | +129.1% |
| All | +166.7% | +1,524.4% | -1,357.6% | -33.7% |
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 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