-16.6%
CRH vs CPAY
+71.2%
-87.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.8% | -10.2% | -4.9% |
| 7D | +5.3% | +12.3% | -7.0% | +2.5% |
| 30D | +14.2% | +9.9% | +4.3% | +11.6% |
| 3M | -4.2% | +13.3% | -17.5% | -7.0% |
| 6M | -14.5% | +47.2% | -61.7% | -21.4% |
| YTD | -22.7% | +48.5% | -71.2% | -27.8% |
| 1Y | -16.6% | +70.8% | -87.4% | -24.0% |
| All | -16.6% | +71.2% | -87.8% | -24.0% |
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