+96.0%
ALLY vs CPAY
+347.8%
-251.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | -2.1% | +2.0% | -4.2% | -3.3% |
| 30D | +2.0% | +14.3% | -12.3% | -6.0% |
| 3M | -13.3% | +11.3% | -24.6% | -18.9% |
| 6M | -9.9% | +34.8% | -44.6% | -25.3% |
| YTD | -13.5% | +51.5% | -65.1% | -35.1% |
| 1Y | -2.8% | +59.0% | -61.9% | -29.3% |
| 3Y | +63.4% | +97.2% | -33.8% | -0.1% |
| 5Y | -10.9% | +88.8% | -99.7% | -44.4% |
| 10Y | +174.7% | +217.3% | -42.6% | +39.1% |
| All | +96.0% | +347.8% | -251.8% | -7.1% |
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