-64.8%
Z vs CPAY
+59.0%
-123.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.6% |
| 7D | -3.0% | +2.1% | -5.1% | -4.2% |
| 30D | -4.2% | +5.5% | -9.7% | -7.2% |
| 3M | -3.7% | +16.6% | -20.3% | -12.2% |
| 6M | -24.5% | +26.7% | -51.2% | -35.5% |
| YTD | -49.3% | +38.4% | -87.7% | -59.6% |
| 1Y | -58.7% | +30.1% | -88.8% | -65.8% |
| 3Y | -34.1% | +52.6% | -86.7% | -54.2% |
| All | -64.8% | +59.0% | -123.8% | -77.6% |
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