+100.8%
ZBH vs CPAY
+1,533.9%
-1,433.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -6.6% | -2.7% | -3.9% | -5.7% |
| 30D | -4.9% | +0.6% | -5.5% | -5.1% |
| 3M | +5.1% | +17.0% | -11.9% | -0.5% |
| 6M | +1.3% | +24.1% | -22.8% | -6.6% |
| YTD | +3.4% | +35.7% | -32.4% | -8.5% |
| 1Y | -8.7% | +34.0% | -42.7% | -19.1% |
| 3Y | -21.2% | +50.3% | -71.5% | -35.2% |
| 5Y | -29.2% | +56.7% | -85.9% | -43.9% |
| 10Y | -17.5% | +153.9% | -171.4% | -44.8% |
| All | +100.8% | +1,533.9% | -1,433.1% | -17.8% |
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