+83.5%
CRL vs CPAY
+59.0%
+24.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.0% | -10.2% | -7.8% |
| 7D | -12.8% | +5.7% | -18.5% | -13.7% |
| 30D | +5.0% | +4.2% | +0.8% | +4.1% |
| 3M | +39.4% | +5.6% | +33.8% | +37.8% |
| 6M | +89.4% | +34.7% | +54.7% | +77.4% |
| YTD | +63.6% | +39.1% | +24.5% | +54.6% |
| 1Y | +83.5% | +60.3% | +23.2% | +55.1% |
| All | +83.5% | +59.0% | +24.4% | +55.1% |
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