+7.1%
CRM vs CPAY
+29.9%
-22.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | +1.3% | +2.1% | -0.8% | +0.8% |
| 30D | +34.3% | +5.5% | +28.8% | +32.6% |
| 3M | +37.7% | +16.6% | +21.1% | +32.7% |
| 6M | +34.9% | +26.7% | +8.3% | +28.6% |
| YTD | -1.6% | +38.4% | -40.0% | -6.6% |
| 1Y | +7.1% | +30.1% | -23.0% | +12.0% |
| All | +7.1% | +29.9% | -22.8% | +12.0% |
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