-57.4%
MUZ vs CPAY
+32.4%
-89.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +0.5% | -24.4% | -25.1% |
| 7D | -17.7% | +10.4% | -28.0% | -34.1% |
| 30D | +14.5% | +16.2% | -1.7% | -16.7% |
| 3M | -25.7% | +13.7% | -39.5% | -45.2% |
| All | -57.4% | +32.4% | -89.8% | -77.5% |
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 · Available span rolling