-16.9%
Z vs CPAY
+217.3%
-234.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.4% |
| 7D | -13.1% | +10.4% | -23.4% | -17.7% |
| 30D | +5.9% | +16.2% | -10.3% | -2.0% |
| 3M | -13.7% | +13.7% | -27.4% | -19.2% |
| 6M | -27.1% | +35.2% | -62.4% | -37.5% |
| YTD | -56.8% | +53.5% | -110.3% | -65.9% |
| 1Y | -60.2% | +58.9% | -119.1% | -69.2% |
| 3Y | -19.7% | +99.8% | -119.5% | -45.9% |
| 5Y | -53.7% | +93.3% | -146.9% | -68.3% |
| 10Y | -16.9% | +221.5% | -238.3% | -54.3% |
| All | -16.9% | +217.3% | -234.2% | -54.3% |
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