+230.4%
ALK vs CPAY
+1,565.5%
-1,335.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | -0.7% | +2.1% | -2.7% | -1.7% |
| 30D | -19.2% | +5.5% | -24.8% | -21.6% |
| 3M | -1.5% | +16.6% | -18.1% | -9.7% |
| 6M | -13.1% | +26.7% | -39.7% | -24.2% |
| YTD | -16.4% | +38.4% | -54.8% | -31.5% |
| 1Y | -33.1% | +30.1% | -63.2% | -43.5% |
| 3Y | +0.6% | +52.6% | -52.0% | -22.6% |
| 5Y | -26.4% | +59.0% | -85.4% | -45.4% |
| 10Y | -34.2% | +148.4% | -182.5% | -59.3% |
| All | +230.4% | +1,565.5% | -1,335.0% | +5.4% |
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 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