+1.1%
STZ vs CPAY
+199.6%
-198.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.3% |
| 7D | +4.9% | +13.5% | -8.6% | +1.0% |
| 30D | +20.9% | +13.1% | +7.8% | +16.5% |
| 3M | +8.0% | +14.3% | -6.3% | +3.8% |
| 6M | -5.3% | +49.0% | -54.3% | -16.3% |
| YTD | +5.9% | +51.3% | -45.3% | -8.2% |
| 1Y | +14.2% | +63.7% | -49.5% | -3.5% |
| 3Y | -37.0% | +95.0% | -132.0% | -51.4% |
| 5Y | -29.7% | +86.0% | -115.7% | -46.4% |
| All | +1.1% | +199.6% | -198.5% | -31.8% |
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 · 6 months rolling