-5.8%
Z vs CPAY
+142.6%
-148.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.2% | -5.4% |
| 7D | -3.3% | +0.6% | -3.8% | -3.4% |
| 30D | -3.7% | +3.6% | -7.3% | -5.2% |
| 3M | -7.0% | +16.6% | -23.6% | -13.5% |
| 6M | -29.5% | +29.5% | -59.0% | -38.5% |
| YTD | -52.6% | +35.3% | -87.8% | -59.8% |
| 1Y | -64.0% | +30.6% | -94.6% | -69.0% |
| 3Y | -36.4% | +49.7% | -86.2% | -49.9% |
| 5Y | -65.8% | +54.4% | -120.2% | -73.8% |
| 10Y | -5.8% | +142.8% | -148.6% | -41.5% |
| All | -5.8% | +142.6% | -148.4% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling