+16.6%
STZ vs CPAY
+66.2%
-49.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +5.3% | +13.1% | -7.7% | +4.1% |
| 30D | +19.6% | +15.5% | +4.1% | +18.1% |
| 3M | +10.0% | +14.7% | -4.7% | +8.7% |
| 6M | -0.3% | +33.6% | -33.9% | -1.9% |
| YTD | +8.6% | +52.7% | -44.2% | +3.5% |
| 1Y | +16.6% | +63.5% | -46.9% | +8.4% |
| All | +16.6% | +66.2% | -49.6% | +8.4% |
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