-27.8%
ALK vs CPAY
+56.4%
-84.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -1.8% |
| 7D | +0.1% | +0.6% | -0.4% | -0.2% |
| 30D | -18.5% | +3.6% | -22.0% | -20.3% |
| 3M | -3.6% | +16.6% | -20.2% | -12.5% |
| 6M | -3.7% | +29.5% | -33.2% | -18.8% |
| YTD | -19.0% | +35.3% | -54.3% | -34.8% |
| 1Y | -36.0% | +30.6% | -66.7% | -47.4% |
| 3Y | +2.3% | +49.7% | -47.4% | -24.6% |
| 5Y | -27.8% | +54.4% | -82.2% | -50.7% |
| All | -27.8% | +56.4% | -84.1% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling