+115.6%
CRBG vs CPAY
+100.8%
+14.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +0.6% | -2.0% | +2.5% | +1.6% |
| 30D | +2.6% | -0.4% | +3.0% | +2.8% |
| 3M | +24.0% | +16.4% | +7.6% | +14.5% |
| 6M | +50.5% | +23.5% | +27.0% | +33.5% |
| YTD | +17.1% | +35.7% | -18.5% | -2.5% |
| 1Y | +5.9% | +30.2% | -24.3% | -10.2% |
| 3Y | +122.7% | +49.7% | +73.0% | +74.0% |
| All | +115.6% | +100.8% | +14.8% | +36.7% |
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 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