-21.8%
ALHC vs CPAY
+50.4%
-72.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -0.6% | +2.1% | -2.7% | -1.1% |
| 30D | -1.0% | +5.5% | -6.6% | -2.5% |
| 3M | -10.2% | +16.6% | -26.7% | -13.8% |
| 6M | -28.3% | +26.7% | -54.9% | -33.0% |
| YTD | -31.4% | +38.4% | -69.8% | -37.9% |
| 1Y | -16.9% | +30.1% | -47.1% | -23.6% |
| 3Y | +135.5% | +52.6% | +82.9% | +92.1% |
| 5Y | -33.6% | +59.0% | -92.6% | -49.9% |
| All | -21.8% | +50.4% | -72.2% | -37.3% |
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