+24.7%
Z vs CPAY
+167.9%
-143.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.7% |
| 7D | -3.0% | +2.1% | -5.1% | -3.9% |
| 30D | -4.2% | +5.5% | -9.7% | -6.6% |
| 3M | -3.7% | +16.6% | -20.3% | -10.5% |
| 6M | -24.5% | +26.7% | -51.2% | -33.4% |
| YTD | -49.3% | +38.4% | -87.7% | -57.5% |
| 1Y | -58.7% | +30.1% | -88.8% | -64.4% |
| 3Y | -34.1% | +52.6% | -86.7% | -48.6% |
| 5Y | -64.5% | +59.0% | -123.5% | -73.1% |
| 10Y | -0.5% | +148.4% | -148.9% | -39.6% |
| All | +24.7% | +167.9% | -143.2% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling