+4,957.3%
FTNT vs CPAY
+1,533.9%
+3,423.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +0.8% |
| 7D | +1.6% | -2.7% | +4.3% | +2.8% |
| 30D | -1.9% | +0.6% | -2.4% | -2.3% |
| 3M | +14.4% | +17.0% | -2.7% | +5.7% |
| 6M | +88.7% | +24.1% | +64.5% | +68.7% |
| YTD | +100.0% | +35.7% | +64.3% | +69.3% |
| 1Y | +99.9% | +34.0% | +65.8% | +68.9% |
| 3Y | +147.9% | +50.3% | +97.7% | +95.2% |
| 5Y | +155.8% | +56.7% | +99.2% | +95.1% |
| 10Y | +2,121.1% | +153.9% | +1,967.1% | +1,180.7% |
| All | +4,957.3% | +1,533.9% | +3,423.4% | +1,277.6% |
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