+41.8%
ALM vs CPAY
+59.0%
-17.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +0.6% |
| 7D | -6.4% | +5.7% | -12.1% | -7.3% |
| 30D | -35.0% | +4.2% | -39.2% | -35.5% |
| 3M | -33.8% | +5.6% | -39.4% | -34.8% |
| 6M | -55.0% | +34.7% | -89.7% | -59.0% |
| YTD | -0.2% | +39.1% | -39.3% | -4.8% |
| 1Y | +41.8% | +60.3% | -18.5% | +24.1% |
| All | +41.8% | +59.0% | -17.3% | +24.1% |
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 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