+642.7%
CRM vs CPAY
+1,532.9%
-890.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -4.4% | -2.0% | -2.5% | -3.6% |
| 30D | +28.1% | -0.4% | +28.5% | +28.3% |
| 3M | +48.8% | +16.4% | +32.5% | +39.0% |
| 6M | +28.3% | +23.5% | +4.7% | +15.9% |
| YTD | -6.0% | +35.7% | -41.7% | -19.7% |
| 1Y | +1.4% | +30.2% | -28.7% | -12.3% |
| 3Y | +11.8% | +49.7% | -37.9% | -11.5% |
| 5Y | -2.0% | +56.6% | -58.6% | -25.5% |
| 10Y | +239.6% | +153.8% | +85.8% | +93.6% |
| All | +642.7% | +1,532.9% | -890.2% | +88.3% |
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 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