-57.5%
ALHC vs CPAY
+66.9%
-124.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.4% |
| 3M | -45.3% | +8.7% | -54.0% | -46.5% |
| 6M | -59.7% | +39.5% | -99.3% | -63.1% |
| YTD | -62.7% | +53.6% | -116.3% | -67.1% |
| 1Y | -56.1% | +63.3% | -119.4% | -62.0% |
| 3Y | +21.3% | +101.7% | -80.5% | -12.0% |
| 5Y | -66.0% | +91.4% | -157.4% | -75.4% |
| All | -57.5% | +66.9% | -124.4% | -66.8% |
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