-27.8%
ALK vs CPAY
+88.6%
-116.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.6% |
| 7D | +12.9% | +13.1% | -0.1% | +4.7% |
| 30D | +5.5% | +15.5% | -10.0% | -3.3% |
| 3M | -12.1% | +14.7% | -26.8% | -19.2% |
| 6M | +1.7% | +33.6% | -31.9% | -15.2% |
| YTD | -17.4% | +52.7% | -70.2% | -38.3% |
| 1Y | -1.9% | +63.5% | -65.5% | -30.0% |
| 3Y | +21.2% | +98.8% | -77.5% | -25.8% |
| 5Y | -27.8% | +88.6% | -116.4% | -54.4% |
| All | -27.8% | +88.6% | -116.4% | -54.4% |
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