-7.3%
ALLE vs CPAY
+29.9%
-37.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -0.2% | +2.1% | -2.3% | -0.6% |
| 30D | -6.8% | +5.5% | -12.3% | -7.6% |
| 3M | +21.0% | +16.6% | +4.5% | +18.1% |
| 6M | +1.1% | +26.7% | -25.6% | -2.4% |
| YTD | -0.5% | +38.4% | -38.9% | -5.9% |
| 1Y | -7.3% | +30.1% | -37.4% | -9.4% |
| All | -7.3% | +29.9% | -37.2% | -9.4% |
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 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