-19.4%
Z vs CPAY
+98.3%
-117.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.7% |
| 7D | -4.9% | +2.0% | -6.9% | -5.8% |
| 30D | +3.0% | +14.3% | -11.3% | -3.7% |
| 3M | -13.4% | +11.3% | -24.7% | -17.9% |
| 6M | -27.3% | +34.8% | -62.1% | -37.1% |
| YTD | -57.8% | +51.5% | -109.3% | -66.0% |
| 1Y | -60.0% | +59.0% | -119.1% | -68.6% |
| All | -19.4% | +98.3% | -117.6% | -54.9% |
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