-14.1%
ALC vs CPAY
+31.3%
-45.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -7.7% | -2.7% | -5.0% | -7.2% |
| 30D | -11.7% | +0.6% | -12.2% | -11.8% |
| 3M | +0.7% | +17.0% | -16.4% | -2.4% |
| 6M | -17.1% | +24.1% | -41.2% | -20.3% |
| YTD | -15.1% | +35.7% | -50.9% | -20.9% |
| 1Y | -14.1% | +34.0% | -48.1% | -17.7% |
| All | -14.1% | +31.3% | -45.4% | -17.7% |
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