+8,394.4%
ALM vs CPAY
+356.8%
+8,037.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.2% | +11.1% | +9.4% |
| 7D | +8.4% | +0.6% | +7.9% | +8.2% |
| 30D | +34.8% | +3.6% | +31.2% | +33.4% |
| 3M | +16.2% | +16.6% | -0.4% | +11.0% |
| 6M | +2.1% | +29.5% | -27.3% | -4.9% |
| YTD | +117.0% | +35.3% | +81.8% | +99.2% |
| 1Y | +313.9% | +30.6% | +283.2% | +282.7% |
| 3Y | +2,327.9% | +49.7% | +2,278.2% | +2,037.6% |
| 5Y | +1,040.6% | +54.4% | +986.2% | +879.2% |
| 10Y | +3,219.4% | +142.8% | +3,076.6% | +2,073.9% |
| All | +8,394.4% | +356.8% | +8,037.5% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling