+350.6%
ALLE vs CPAY
+286.3%
+64.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.1% | +2.5% |
| 7D | -0.6% | +11.9% | -12.5% | -5.2% |
| 30D | +26.6% | +15.1% | +11.5% | +19.5% |
| 3M | +13.2% | +16.5% | -3.4% | +6.2% |
| 6M | +42.9% | +33.1% | +9.7% | +26.7% |
| YTD | +21.0% | +52.2% | -31.2% | -0.4% |
| 1Y | +15.2% | +65.6% | -50.5% | -8.7% |
| 3Y | +95.6% | +100.2% | -4.6% | +37.2% |
| 5Y | +53.4% | +87.6% | -34.2% | +8.2% |
| 10Y | +221.5% | +205.3% | +16.2% | +81.9% |
| All | +350.6% | +286.3% | +64.3% | +119.4% |
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