-46.3%
ALB vs CPAY
+53.2%
-99.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.4% |
| 7D | -7.6% | -2.7% | -4.9% | -6.2% |
| 30D | -5.6% | +0.6% | -6.2% | -6.1% |
| 3M | -16.8% | +17.0% | -33.9% | -24.7% |
| 6M | -26.3% | +24.1% | -50.4% | -36.2% |
| YTD | -13.2% | +35.7% | -49.0% | -30.6% |
| 1Y | +68.8% | +34.0% | +34.8% | +35.0% |
| 3Y | -30.7% | +50.3% | -80.9% | -50.8% |
| 5Y | -46.3% | +56.7% | -102.9% | -66.4% |
| All | -46.3% | +53.2% | -99.4% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling