+301.5%
FWONK vs CPAY
+209.4%
+92.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +0.1% | -2.0% | +2.1% | +0.8% |
| 30D | -7.7% | -0.4% | -7.4% | -7.7% |
| 3M | +5.7% | +16.4% | -10.6% | -0.2% |
| 6M | +13.5% | +23.5% | -10.1% | +4.0% |
| YTD | -3.0% | +35.7% | -38.6% | -15.2% |
| 1Y | -6.4% | +30.2% | -36.6% | -17.4% |
| 3Y | +43.8% | +49.7% | -5.9% | +15.9% |
| 5Y | +98.6% | +56.6% | +42.0% | +52.7% |
| 10Y | +340.0% | +153.8% | +186.2% | +175.9% |
| All | +301.5% | +209.4% | +92.1% | +130.0% |
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