+35.1%
AAL vs CPAY
+1,528.2%
-1,493.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -0.3% |
| 7D | -0.3% | +0.6% | -0.9% | -0.7% |
| 30D | -19.0% | +3.6% | -22.6% | -20.8% |
| 3M | -5.1% | +16.6% | -21.7% | -13.9% |
| 6M | +15.5% | +29.5% | -14.0% | -2.9% |
| YTD | -15.8% | +35.3% | -51.1% | -31.9% |
| 1Y | -0.3% | +30.6% | -30.9% | -18.4% |
| 3Y | -7.7% | +49.7% | -57.4% | -31.1% |
| 5Y | -32.5% | +54.4% | -86.9% | -50.9% |
| 10Y | -66.0% | +142.8% | -208.8% | -79.8% |
| All | +35.1% | +1,528.2% | -1,493.1% | -61.2% |
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