+596.9%
STZ vs CPAY
+1,565.5%
-968.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.9% | +2.1% | -4.0% | -2.5% |
| 30D | -1.9% | +5.5% | -7.4% | -3.4% |
| 3M | -6.2% | +16.6% | -22.8% | -10.6% |
| 6M | -14.0% | +26.7% | -40.7% | -20.5% |
| YTD | -5.1% | +38.4% | -43.5% | -15.4% |
| 1Y | -9.6% | +30.1% | -39.7% | -18.1% |
| 3Y | -47.2% | +52.6% | -99.8% | -55.7% |
| 5Y | -33.6% | +59.0% | -92.5% | -46.3% |
| 10Y | -9.8% | +148.4% | -158.2% | -38.4% |
| All | +596.9% | +1,565.5% | -968.6% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling