+2,234.3%
ALM vs CPAY
+48.3%
+2,186.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | +3.6% | -2.5% | +6.1% | +4.3% |
| 30D | +33.8% | +1.3% | +32.5% | +33.0% |
| 3M | +14.8% | +13.5% | +1.3% | +9.8% |
| 6M | -7.0% | +24.7% | -31.7% | -13.6% |
| YTD | +108.1% | +34.9% | +73.1% | +89.0% |
| 1Y | +313.8% | +29.7% | +284.1% | +277.3% |
| All | +2,234.3% | +48.3% | +2,186.0% | +2,094.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling