+123.4%
ALLY vs CPAY
+308.8%
-185.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.8% |
| 7D | +3.7% | +2.1% | +1.6% | +2.4% |
| 30D | -2.3% | +5.5% | -7.8% | -5.4% |
| 3M | +3.8% | +16.6% | -12.7% | -5.8% |
| 6M | +9.7% | +26.7% | -17.0% | -6.4% |
| YTD | -1.4% | +38.4% | -39.8% | -21.7% |
| 1Y | +8.2% | +30.1% | -21.9% | -11.3% |
| 3Y | +66.5% | +52.6% | +13.9% | +19.5% |
| 5Y | +1.2% | +59.0% | -57.8% | -30.1% |
| 10Y | +191.4% | +148.4% | +43.0% | +64.6% |
| All | +123.4% | +308.8% | -185.4% | +12.1% |
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