+33.9%
ALNY vs CPAY
+55.3%
-21.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -28.0% |
| YTD | -37.5% | +35.7% | -73.1% | -44.5% |
| 1Y | -46.9% | +30.2% | -77.1% | -52.4% |
| 3Y | +22.1% | +49.7% | -27.7% | -0.7% |
| All | +33.9% | +55.3% | -21.4% | +10.7% |
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