+1,323.2%
CRS vs CPAY
+155.2%
+1,168.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -6.8% | -2.0% | -4.8% | -5.6% |
| 30D | -16.1% | -0.4% | -15.8% | -16.2% |
| 3M | -21.2% | +16.4% | -37.5% | -29.5% |
| 6M | +8.7% | +23.5% | -14.8% | -8.2% |
| YTD | +41.0% | +35.7% | +5.3% | +9.2% |
| 1Y | +82.7% | +30.2% | +52.5% | +43.8% |
| 3Y | +604.8% | +49.7% | +555.1% | +380.9% |
| 5Y | +1,384.7% | +56.6% | +1,328.1% | +857.0% |
| All | +1,323.2% | +155.2% | +1,168.0% | +605.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling