+38.6%
ALB vs CPAY
+219.9%
-181.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -2.1% |
| 7D | -5.8% | +1.6% | -7.3% | -6.5% |
| 30D | -4.5% | +17.6% | -22.1% | -12.5% |
| 3M | -28.1% | +8.7% | -36.8% | -31.4% |
| 6M | -53.2% | +39.5% | -92.7% | -61.2% |
| YTD | -33.3% | +53.6% | -86.9% | -49.0% |
| 1Y | -17.4% | +63.3% | -80.7% | -39.0% |
| 3Y | -14.1% | +101.7% | -115.9% | -44.7% |
| 5Y | -64.0% | +91.4% | -155.4% | -76.3% |
| All | +38.6% | +219.9% | -181.2% | -22.2% |
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 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