-37.0%
ALK vs CPAY
+155.2%
-192.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -2.1% | -2.0% | -0.1% | -0.9% |
| 30D | -13.1% | -0.4% | -12.8% | -13.0% |
| 3M | -11.8% | +16.4% | -28.1% | -19.9% |
| 6M | -0.4% | +23.5% | -23.9% | -13.3% |
| YTD | -18.2% | +35.7% | -53.8% | -33.8% |
| 1Y | -35.5% | +30.2% | -65.7% | -46.7% |
| 3Y | +1.8% | +49.7% | -47.9% | -23.8% |
| 5Y | -26.6% | +56.6% | -83.2% | -47.6% |
| All | -37.0% | +155.2% | -192.2% | -58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling