-67.3%
ALHC vs CPAY
+89.5%
-156.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.2% | -2.2% |
| 7D | +0.3% | +1.6% | -1.3% | -0.1% |
| 30D | -10.6% | +17.6% | -28.2% | -14.5% |
| 3M | -45.3% | +8.7% | -54.0% | -46.6% |
| 6M | -59.7% | +39.5% | -99.3% | -63.2% |
| YTD | -62.7% | +53.6% | -116.3% | -67.3% |
| 1Y | -56.1% | +63.3% | -119.4% | -62.2% |
| 3Y | +21.3% | +101.7% | -80.5% | -14.4% |
| All | -67.3% | +89.5% | -156.8% | -76.9% |
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 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