+6.5%
Z vs CPAY
+192.8%
-186.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.3% | -3.3% |
| 7D | -4.6% | +13.5% | -18.1% | -10.7% |
| 30D | +8.3% | +13.1% | -4.8% | +1.8% |
| 3M | -11.6% | +14.3% | -25.9% | -17.3% |
| 6M | -33.6% | +49.0% | -82.7% | -45.9% |
| YTD | -56.7% | +51.3% | -107.9% | -65.3% |
| 1Y | -59.1% | +63.7% | -122.9% | -68.6% |
| 3Y | -20.4% | +95.0% | -115.4% | -44.9% |
| 5Y | -55.3% | +86.0% | -141.2% | -68.4% |
| 10Y | -14.2% | +203.3% | -217.6% | -51.8% |
| All | +6.5% | +192.8% | -186.3% | -41.8% |
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