+64.9%
ALB vs CPAY
+34.0%
+30.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -7.6% | -2.7% | -4.9% | -7.2% |
| 30D | -5.6% | +0.6% | -6.2% | -5.7% |
| 3M | -16.8% | +17.0% | -33.9% | -19.4% |
| 6M | -26.3% | +24.1% | -50.4% | -29.3% |
| YTD | -13.2% | +35.7% | -49.0% | -17.1% |
| All | +64.9% | +34.0% | +30.9% | +70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling