-32.8%
STZ vs CPAY
+59.0%
-91.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.9% | +2.1% | -4.0% | -2.3% |
| 30D | -1.9% | +5.5% | -7.4% | -3.0% |
| 3M | -6.2% | +16.6% | -22.8% | -9.3% |
| 6M | -14.0% | +26.7% | -40.7% | -18.6% |
| YTD | -5.1% | +38.4% | -43.5% | -12.7% |
| 1Y | -9.6% | +30.1% | -39.7% | -15.7% |
| 3Y | -47.2% | +52.6% | -99.8% | -53.8% |
| All | -32.8% | +59.0% | -91.8% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling