-9.1%
ALK vs CPAY
+62.3%
-71.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.8% | -2.0% |
| 7D | -1.2% | +1.6% | -2.7% | -1.7% |
| 30D | +7.7% | +17.6% | -9.9% | +1.2% |
| 3M | -19.0% | +8.7% | -27.7% | -21.7% |
| 6M | -0.2% | +39.5% | -39.7% | -11.8% |
| YTD | -23.5% | +53.6% | -77.1% | -35.6% |
| 1Y | -9.1% | +63.3% | -72.4% | -28.1% |
| All | -9.1% | +62.3% | -71.4% | -28.1% |
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