-21.5%
ZBH vs CPAY
+49.1%
-70.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -4.7% | -2.0% | -2.7% | -4.2% |
| 30D | -4.5% | -0.4% | -4.1% | -4.4% |
| 3M | +7.6% | +16.4% | -8.8% | +3.9% |
| 6M | +0.3% | +23.5% | -23.2% | -4.7% |
| YTD | +4.5% | +35.7% | -31.1% | -3.5% |
| 1Y | -9.4% | +30.2% | -39.6% | -15.7% |
| 3Y | -21.5% | +49.7% | -71.2% | -31.7% |
| All | -21.5% | +49.1% | -70.6% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling