+241.2%
ALM vs CPAY
+33.9%
+207.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.5% | -6.5% |
| 7D | -11.8% | -2.0% | -9.9% | -11.4% |
| 30D | +7.8% | -0.4% | +8.2% | +7.5% |
| 3M | -9.3% | +16.4% | -25.6% | -15.3% |
| 6M | -30.5% | +23.5% | -54.0% | -36.6% |
| YTD | +75.8% | +35.7% | +40.2% | +55.5% |
| 1Y | +241.2% | +30.2% | +211.0% | +232.7% |
| All | +241.2% | +33.9% | +207.3% | +232.7% |
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