+226.5%
ALK vs CPAY
+1,738.6%
-1,512.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.6% |
| 7D | +12.9% | +13.1% | -0.1% | +5.6% |
| 30D | +5.5% | +15.5% | -10.0% | -2.3% |
| 3M | -12.1% | +14.7% | -26.8% | -18.4% |
| 6M | +1.7% | +33.6% | -31.9% | -13.4% |
| YTD | -17.4% | +52.7% | -70.2% | -35.9% |
| 1Y | -1.9% | +63.5% | -65.5% | -26.6% |
| 3Y | +21.2% | +98.8% | -77.5% | -18.9% |
| 5Y | -27.8% | +88.6% | -116.4% | -51.0% |
| 10Y | -41.0% | +213.8% | -254.8% | -67.0% |
| All | +226.5% | +1,738.6% | -1,512.0% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling