+316.4%
ALM vs CPAY
+29.9%
+286.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -2.6% | +2.1% | -4.7% | -3.2% |
| 30D | +32.0% | +5.5% | +26.5% | +29.3% |
| 3M | -15.0% | +16.6% | -31.6% | -19.9% |
| 6M | -10.1% | +26.7% | -36.8% | -18.3% |
| YTD | +99.4% | +38.4% | +61.1% | +77.1% |
| 1Y | +316.4% | +30.1% | +286.2% | +268.6% |
| All | +316.4% | +29.9% | +286.4% | +268.6% |
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