-35.2%
STZ vs CPAY
+101.0%
-136.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | +2.6% | +1.6% | +1.0% | +2.3% |
| 30D | +15.2% | +17.6% | -2.4% | +12.0% |
| 3M | +7.6% | +8.7% | -1.1% | +6.0% |
| 6M | +5.3% | +39.5% | -34.3% | -0.5% |
| YTD | +8.6% | +53.6% | -45.0% | -0.2% |
| 1Y | +15.6% | +63.3% | -47.7% | +4.7% |
| 3Y | -35.2% | +101.7% | -136.9% | -46.5% |
| All | -35.2% | +101.0% | -136.2% | -46.5% |
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