+16.9%
ALC vs CPAY
+63.8%
-46.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -7.7% | -2.7% | -5.0% | -6.8% |
| 30D | -11.7% | +0.6% | -12.2% | -11.9% |
| 3M | +0.7% | +17.0% | -16.4% | -4.8% |
| 6M | -17.1% | +24.1% | -41.2% | -23.6% |
| YTD | -15.1% | +35.7% | -50.9% | -25.0% |
| 1Y | -14.1% | +34.0% | -48.1% | -24.0% |
| 3Y | -18.2% | +50.3% | -68.4% | -32.3% |
| 5Y | -19.2% | +56.7% | -75.8% | -36.0% |
| All | +16.9% | +63.8% | -46.9% | -16.2% |
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