-14.1%
STZ vs CPAY
+142.6%
-156.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -5.0% |
| 7D | -7.4% | +0.6% | -7.9% | -7.5% |
| 30D | -10.9% | +3.6% | -14.5% | -11.8% |
| 3M | -13.4% | +16.6% | -30.1% | -17.4% |
| 6M | -16.2% | +29.5% | -45.7% | -23.0% |
| YTD | -10.4% | +35.3% | -45.7% | -19.7% |
| 1Y | -14.8% | +30.6% | -45.4% | -22.9% |
| 3Y | -50.1% | +49.7% | -99.9% | -58.1% |
| 5Y | -38.8% | +54.4% | -93.2% | -50.4% |
| 10Y | -14.1% | +142.8% | -156.9% | -39.0% |
| All | -14.1% | +142.6% | -156.6% | -39.0% |
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 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