+5.5%
ALLY vs CPAY
+31.3%
-25.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -3.3% | -2.7% | -0.6% | -2.6% |
| 30D | -4.1% | +0.6% | -4.6% | -4.2% |
| 3M | +1.4% | +17.0% | -15.7% | -2.7% |
| 6M | +14.4% | +24.1% | -9.8% | +8.0% |
| YTD | -4.9% | +35.7% | -40.7% | -12.7% |
| 1Y | +5.5% | +34.0% | -28.5% | -0.2% |
| All | +5.5% | +31.3% | -25.7% | -0.2% |
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