+162.8%
FTNT vs CPAY
+55.3%
+107.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -0.1% | -2.0% | +1.8% | +0.8% |
| 30D | -3.0% | -0.4% | -2.6% | -3.0% |
| 3M | +7.6% | +16.4% | -8.8% | -1.2% |
| 6M | +87.0% | +23.5% | +63.4% | +65.4% |
| YTD | +96.5% | +35.7% | +60.9% | +62.5% |
| 1Y | +92.9% | +30.2% | +62.8% | +62.2% |
| 3Y | +139.8% | +49.7% | +90.1% | +79.5% |
| All | +162.8% | +55.3% | +107.5% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling