+39.4%
CRL vs CPAY
+48.3%
-8.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.7% |
| 7D | -4.6% | -2.5% | -2.1% | -3.5% |
| 30D | +0.5% | +1.3% | -0.8% | -0.2% |
| 3M | +46.6% | +13.5% | +33.1% | +37.3% |
| 6M | +57.3% | +24.7% | +32.5% | +39.7% |
| YTD | +39.5% | +34.9% | +4.6% | +16.7% |
| 1Y | +76.9% | +29.7% | +47.2% | +51.1% |
| All | +39.4% | +48.3% | -8.9% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling