+99.4%
FWONK vs CPAY
+55.3%
+44.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +0.1% | -2.0% | +2.1% | +0.6% |
| 30D | -7.7% | -0.4% | -7.4% | -7.7% |
| 3M | +5.7% | +16.4% | -10.6% | +1.5% |
| 6M | +13.5% | +23.5% | -10.1% | +6.8% |
| YTD | -3.0% | +35.7% | -38.6% | -11.8% |
| 1Y | -6.4% | +30.2% | -36.6% | -14.2% |
| 3Y | +43.8% | +49.7% | -5.9% | +22.8% |
| All | +99.4% | +55.3% | +44.1% | +58.3% |
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 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