+21.4%
ALC vs CPAY
+63.2%
-41.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -1.2% |
| 7D | -3.7% | +0.6% | -4.2% | -3.8% |
| 30D | -3.7% | +3.6% | -7.3% | -4.9% |
| 3M | +4.6% | +16.6% | -12.1% | -1.0% |
| 6M | -14.6% | +29.5% | -44.1% | -22.5% |
| YTD | -11.9% | +35.3% | -47.1% | -22.0% |
| 1Y | -13.1% | +30.6% | -43.8% | -22.4% |
| 3Y | -15.0% | +49.7% | -64.7% | -29.6% |
| 5Y | -16.2% | +54.4% | -70.6% | -33.3% |
| All | +21.4% | +63.2% | -41.8% | -12.9% |
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