-100.0%
ZCMD vs CPAY
+35.7%
-135.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.3% | +4.0% |
| 7D | -4.1% | -2.5% | -1.7% | -4.3% |
| 30D | -22.7% | +1.3% | -24.0% | -22.6% |
| 3M | -62.5% | +13.5% | -76.0% | -62.1% |
| 6M | -99.5% | +24.7% | -124.2% | -99.4% |
| YTD | -99.7% | +34.9% | -134.7% | -99.7% |
| 1Y | -99.9% | +29.7% | -129.6% | -99.9% |
| 3Y | -100.0% | +49.4% | -149.4% | -100.0% |
| 5Y | -100.0% | +53.5% | -153.5% | -100.0% |
| All | -100.0% | +35.7% | -135.7% | -100.0% |
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