Co-Pd multilayers obtained by Pd capping of pre-deposited Co nanoparticles on amorphous alumina are systematically studied by means of high-resolution transmission electron microscopy, x-ray diffraction, extended x-ray absorption fine structure, SQUID-based magnetometry, and x-ray magnetic circular dichroism. The films are formed by CoPd alloyed nanoparticles self-organized across the layers, with the interspace between the nanoparticles filled by the non-alloyed Pd metal. The nanoparticles show atomic arrangements compatible with short-range chemical order of L1 0 strucure type. The collective magnetic behavior is that of ferromagnetically coupled particles with perpendicular magnetic anisotropy, irrespective of the amount of deposited Pd. For increasing temperature three magnetic phases are identified: hard ferromagnetic with strong coercive field, soft-ferromagnetic as in an amorphous asperomagnet, and superparamagnetic. Increasing the amount of Pd in the system leads to both magnetic hardness increment and higher transition temperatures. Magnetic total moments of 1.77(4) μ B and 0.45(4) μ B are found at Co and Pd sites, respectively, where the orbital moment of Co, 0.40(2) μ B , is high, while that of Pd is negligible. The effective magnetic anisotropy is the largest in the capping metal series (Pd, Pt, W, Cu, Ag, Au), which is attributed to the interparticle interaction between de nanoparticles, in addition to the intraparticle anisotropy arising from hybridization between the 3d-4d bands associated to the Co and Pd chemical arrangement in a L1 0 structure type.