-47.4%
ALK vs CPAY
+219.9%
-267.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.8% | -2.3% |
| 7D | -1.2% | +1.6% | -2.7% | -2.1% |
| 30D | +7.7% | +17.6% | -9.9% | -2.4% |
| 3M | -19.0% | +8.7% | -27.7% | -23.1% |
| 6M | -0.2% | +39.5% | -39.7% | -18.9% |
| YTD | -23.5% | +53.6% | -77.1% | -42.9% |
| 1Y | -9.1% | +63.3% | -72.4% | -34.6% |
| 3Y | +12.0% | +101.7% | -89.7% | -30.7% |
| 5Y | -30.9% | +91.4% | -122.2% | -56.6% |
| All | -47.4% | +219.9% | -267.2% | -68.8% |
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 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