+589.7%
CRH vs CPAY
+1,532.9%
-943.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.1% | -2.0% | -4.1% | -5.2% |
| 30D | -9.3% | -0.4% | -8.9% | -9.2% |
| 3M | -15.2% | +16.4% | -31.5% | -21.1% |
| 6M | -14.2% | +23.5% | -37.7% | -23.0% |
| YTD | -28.3% | +35.7% | -63.9% | -38.9% |
| 1Y | -21.8% | +30.2% | -51.9% | -32.6% |
| 3Y | +71.6% | +49.7% | +21.9% | +35.9% |
| 5Y | +96.6% | +56.6% | +40.1% | +49.1% |
| 10Y | +253.8% | +153.8% | +100.1% | +105.8% |
| All | +589.7% | +1,532.9% | -943.2% | +66.2% |
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