-37.0%
STZ vs CPAY
+92.3%
-129.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.1% |
| 7D | +4.9% | +13.5% | -8.6% | +2.6% |
| 30D | +20.9% | +13.1% | +7.8% | +18.3% |
| 3M | +8.0% | +14.3% | -6.3% | +5.5% |
| 6M | -5.3% | +49.0% | -54.3% | -11.5% |
| YTD | +5.9% | +51.3% | -45.3% | -2.5% |
| 1Y | +14.2% | +63.7% | -49.5% | +3.3% |
| 3Y | -37.0% | +95.0% | -132.0% | -46.9% |
| All | -37.0% | +92.3% | -129.2% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling