+188.0%
ALB vs CPAY
+1,565.5%
-1,377.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.7% | -4.1% |
| 7D | -8.1% | +2.1% | -10.1% | -9.0% |
| 30D | +6.3% | +5.5% | +0.7% | +3.3% |
| 3M | -23.6% | +16.6% | -40.1% | -29.5% |
| 6M | -24.6% | +26.7% | -51.3% | -34.0% |
| YTD | -10.3% | +38.4% | -48.6% | -26.1% |
| 1Y | +61.5% | +30.1% | +31.3% | +36.3% |
| 3Y | -34.0% | +52.6% | -86.6% | -49.1% |
| 5Y | -44.6% | +59.0% | -103.6% | -58.6% |
| 10Y | +76.1% | +148.4% | -72.3% | +4.7% |
| All | +188.0% | +1,565.5% | -1,377.5% | -32.6% |
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