-17.4%
ZBH vs CPAY
+155.2%
-172.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -4.7% | -2.0% | -2.7% | -4.0% |
| 30D | -4.5% | -0.4% | -4.1% | -4.4% |
| 3M | +7.6% | +16.4% | -8.8% | +1.6% |
| 6M | +0.3% | +23.5% | -23.2% | -8.1% |
| YTD | +4.5% | +35.7% | -31.1% | -8.5% |
| 1Y | -9.4% | +30.2% | -39.6% | -19.8% |
| 3Y | -21.5% | +49.7% | -71.2% | -36.9% |
| 5Y | -28.4% | +56.6% | -85.0% | -45.1% |
| All | -17.4% | +155.2% | -172.5% | -46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling