-14.8%
STZ vs CPAY
+28.8%
-43.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -5.5% |
| 7D | -7.4% | +0.6% | -7.9% | -7.4% |
| 30D | -10.9% | +3.6% | -14.5% | -11.0% |
| 3M | -13.4% | +16.6% | -30.1% | -14.1% |
| 6M | -16.2% | +29.5% | -45.7% | -17.3% |
| YTD | -10.4% | +35.3% | -45.7% | -13.3% |
| 1Y | -14.8% | +30.6% | -45.4% | -15.7% |
| All | -14.8% | +28.8% | -43.5% | -15.7% |
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