+236.1%
ALNY vs CPAY
+155.2%
+80.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -6.5% | -2.0% | -4.6% | -6.0% |
| 30D | +11.0% | -0.4% | +11.4% | +11.2% |
| 3M | -14.1% | +16.4% | -30.4% | -18.2% |
| 6M | -22.4% | +23.5% | -45.9% | -28.1% |
| YTD | -37.5% | +35.7% | -73.1% | -44.4% |
| 1Y | -46.9% | +30.2% | -77.1% | -52.4% |
| 3Y | +22.1% | +49.7% | -27.7% | +1.5% |
| 5Y | +31.2% | +56.6% | -25.4% | +5.1% |
| All | +236.1% | +155.2% | +80.9% | +98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling