-64.8%
AAL vs CPAY
+155.2%
-220.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -0.9% | -2.0% | +1.0% | +0.4% |
| 30D | -12.9% | -0.4% | -12.5% | -12.8% |
| 3M | -11.2% | +16.4% | -27.5% | -20.4% |
| 6M | +17.8% | +23.5% | -5.7% | +0.1% |
| YTD | -15.1% | +35.7% | -50.8% | -33.6% |
| 1Y | +0.5% | +30.2% | -29.7% | -19.8% |
| 3Y | -7.7% | +49.7% | -57.4% | -34.6% |
| 5Y | -31.3% | +56.6% | -87.9% | -53.5% |
| All | -64.8% | +155.2% | -220.0% | -79.8% |
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