-16.7%
ALC vs CPAY
+54.3%
-71.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -5.3% | -2.5% | -2.8% | -4.5% |
| 30D | -7.1% | +1.3% | -8.4% | -7.5% |
| 3M | +0.8% | +13.5% | -12.7% | -3.5% |
| 6M | -16.0% | +24.7% | -40.7% | -22.4% |
| YTD | -12.7% | +34.9% | -47.7% | -22.4% |
| 1Y | -12.8% | +29.7% | -42.5% | -21.6% |
| 3Y | -15.8% | +49.4% | -65.2% | -30.4% |
| 5Y | -16.7% | +53.5% | -70.1% | -36.7% |
| All | -16.7% | +54.3% | -71.0% | -36.7% |
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 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