+995.7%
AZO vs CPAY
+1,532.9%
-537.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -2.0% | -1.6% | -3.2% |
| 30D | -5.6% | -0.4% | -5.2% | -5.5% |
| 3M | -6.6% | +16.4% | -23.0% | -9.7% |
| 6M | -22.5% | +23.5% | -46.0% | -26.3% |
| YTD | -15.2% | +35.7% | -50.8% | -21.5% |
| 1Y | -33.9% | +30.2% | -64.1% | -38.5% |
| 3Y | +11.8% | +49.7% | -37.9% | -1.5% |
| 5Y | +85.5% | +56.6% | +29.0% | +58.7% |
| 10Y | +298.2% | +153.8% | +144.4% | +198.5% |
| All | +995.7% | +1,532.9% | -537.2% | +527.9% |
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 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