-56.3%
Z vs CPAY
+86.4%
-142.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.3% | -3.6% |
| 7D | -4.6% | +13.5% | -18.1% | -12.3% |
| 30D | +8.3% | +13.1% | -4.8% | +0.1% |
| 3M | -11.6% | +14.3% | -25.9% | -18.8% |
| 6M | -33.6% | +49.0% | -82.7% | -48.9% |
| YTD | -56.7% | +51.3% | -107.9% | -67.6% |
| 1Y | -59.1% | +63.7% | -122.9% | -71.1% |
| 3Y | -20.4% | +95.0% | -115.4% | -54.5% |
| All | -56.3% | +86.4% | -142.8% | -73.7% |
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