-36.0%
ALK vs CPAY
+31.3%
-67.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -3.1% | -2.7% | -0.4% | -2.1% |
| 30D | -17.1% | +0.6% | -17.7% | -17.3% |
| 3M | -3.8% | +17.0% | -20.8% | -9.4% |
| 6M | -5.3% | +24.1% | -29.4% | -12.8% |
| YTD | -20.3% | +35.7% | -56.0% | -29.2% |
| 1Y | -36.0% | +34.0% | -70.0% | -41.2% |
| All | -36.0% | +31.3% | -67.3% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling