-14.6%
CRH vs CPAY
+29.9%
-44.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | -1.7% | +2.1% | -3.8% | -2.1% |
| 30D | -5.4% | +5.5% | -10.9% | -6.5% |
| 3M | -11.2% | +16.6% | -27.8% | -14.1% |
| 6M | -15.8% | +26.7% | -42.5% | -20.2% |
| YTD | -23.6% | +38.4% | -62.0% | -28.1% |
| 1Y | -14.6% | +30.1% | -44.7% | -20.0% |
| All | -14.6% | +29.9% | -44.5% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling