+365.7%
ALAB vs CPAY
+32.6%
+333.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.7% | -6.1% |
| 7D | +3.2% | +0.6% | +2.6% | +3.0% |
| 30D | -13.6% | +3.6% | -17.2% | -14.9% |
| 3M | -16.6% | +16.6% | -33.2% | -22.3% |
| 6M | +142.3% | +29.5% | +112.9% | +111.7% |
| YTD | +73.6% | +35.3% | +38.4% | +47.8% |
| 1Y | +33.7% | +30.6% | +3.0% | +16.0% |
| All | +365.7% | +32.6% | +333.1% | +317.7% |
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