+915.8%
ALM vs CPAY
+53.2%
+862.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.6% | -10.2% | -9.7% |
| 7D | -7.1% | -2.7% | -4.4% | -6.6% |
| 30D | +24.7% | +0.6% | +24.1% | +24.3% |
| 3M | +8.3% | +17.0% | -8.7% | +3.4% |
| 6M | -22.2% | +24.1% | -46.3% | -26.8% |
| YTD | +88.1% | +35.7% | +52.3% | +73.2% |
| 1Y | +272.4% | +34.0% | +238.3% | +242.8% |
| 3Y | +2,004.1% | +50.3% | +1,953.9% | +1,778.1% |
| 5Y | +915.8% | +56.7% | +859.1% | +756.7% |
| All | +915.8% | +53.2% | +862.6% | +756.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling