+73.4%
ALB vs CPAY
+155.2%
-81.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | -6.9% | -2.0% | -5.0% | -6.0% |
| 30D | -8.4% | -0.4% | -8.1% | -8.4% |
| 3M | -25.9% | +16.4% | -42.3% | -32.1% |
| 6M | -29.7% | +23.5% | -53.2% | -38.1% |
| YTD | -16.5% | +35.7% | -52.1% | -31.4% |
| 1Y | +58.7% | +30.2% | +28.5% | +32.5% |
| 3Y | -34.0% | +49.7% | -83.7% | -49.7% |
| 5Y | -48.3% | +56.6% | -104.8% | -62.2% |
| All | +73.4% | +155.2% | -81.7% | +4.9% |
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