+76.5%
FTV vs CPAY
+155.2%
-78.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -4.0% | -2.0% | -2.0% | -3.2% |
| 30D | -11.0% | -0.4% | -10.7% | -11.0% |
| 3M | -8.4% | +16.4% | -24.8% | -14.1% |
| 6M | -2.6% | +23.5% | -26.1% | -11.6% |
| YTD | -0.6% | +35.7% | -36.3% | -13.9% |
| 1Y | +11.0% | +30.2% | -19.2% | -2.8% |
| 3Y | -6.3% | +49.7% | -56.1% | -24.1% |
| 5Y | -1.5% | +56.6% | -58.1% | -23.7% |
| All | +76.5% | +155.2% | -78.6% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling