+270.3%
ALLE vs CPAY
+251.2%
+19.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -0.2% | +2.1% | -2.3% | -1.0% |
| 30D | -6.8% | +5.5% | -12.3% | -8.9% |
| 3M | +21.0% | +16.6% | +4.5% | +13.5% |
| 6M | +1.1% | +26.7% | -25.6% | -9.2% |
| YTD | -0.5% | +38.4% | -38.9% | -14.8% |
| 1Y | -7.3% | +30.1% | -37.4% | -18.9% |
| 3Y | +42.3% | +52.6% | -10.3% | +12.1% |
| 5Y | +13.5% | +59.0% | -45.5% | -14.4% |
| 10Y | +144.0% | +148.4% | -4.3% | +49.3% |
| All | +270.3% | +251.2% | +19.1% | +87.7% |
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