+51.8%
FTNT vs CPAY
+59.0%
-7.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.5% |
| 7D | -25.7% | +5.7% | -31.4% | -26.4% |
| 30D | -29.7% | +4.2% | -33.9% | -30.2% |
| 3M | -23.1% | +5.6% | -28.7% | -23.9% |
| 6M | +45.0% | +34.7% | +10.3% | +36.7% |
| YTD | +62.9% | +39.1% | +23.8% | +55.4% |
| 1Y | +51.8% | +60.3% | -8.4% | +52.5% |
| All | +51.8% | +59.0% | -7.2% | +52.5% |
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