+14.2%
ALLE vs CPAY
+57.5%
-43.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +1.6% | +2.0% | -0.4% | +1.2% |
| 30D | +24.1% | +14.3% | +9.8% | +21.2% |
| 3M | +14.8% | +11.3% | +3.5% | +12.6% |
| 6M | +45.9% | +34.8% | +11.1% | +38.8% |
| YTD | +20.7% | +51.5% | -30.8% | +11.2% |
| 1Y | +14.2% | +59.0% | -44.9% | +2.6% |
| All | +14.2% | +57.5% | -43.4% | +2.6% |
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