+726.6%
CRL vs CPAY
+1,565.5%
-838.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | -1.0% | +2.1% | -3.1% | -1.8% |
| 30D | +10.7% | +5.5% | +5.1% | +8.1% |
| 3M | +55.3% | +16.6% | +38.7% | +45.0% |
| 6M | +60.7% | +26.7% | +34.0% | +43.9% |
| YTD | +44.6% | +38.4% | +6.3% | +23.4% |
| 1Y | +77.7% | +30.1% | +47.6% | +55.2% |
| 3Y | +37.6% | +52.6% | -15.0% | +12.2% |
| 5Y | -35.8% | +59.0% | -94.8% | -49.4% |
| 10Y | +241.7% | +148.4% | +93.4% | +121.5% |
| All | +726.6% | +1,565.5% | -838.8% | +196.6% |
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