-41.3%
CORZ vs CPAY
+59.0%
-100.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.0% | -13.3% | -10.1% |
| 7D | -14.9% | +5.7% | -20.7% | -14.6% |
| 30D | -23.1% | +4.2% | -27.3% | -22.9% |
| 3M | -44.1% | +5.6% | -49.6% | -43.8% |
| 6M | -39.5% | +34.7% | -74.2% | -39.6% |
| YTD | -12.4% | +39.1% | -51.5% | -8.9% |
| 1Y | -41.3% | +60.3% | -101.6% | -33.0% |
| All | -41.3% | +59.0% | -100.3% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling