+1,392.7%
CRS vs CPAY
+1,533.9%
-141.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.6% |
| 7D | -4.1% | -2.7% | -1.4% | -2.6% |
| 30D | -16.6% | +0.6% | -17.1% | -17.1% |
| 3M | -14.3% | +17.0% | -31.3% | -22.9% |
| 6M | +11.6% | +24.1% | -12.5% | -4.8% |
| YTD | +42.6% | +35.7% | +6.8% | +12.8% |
| 1Y | +81.8% | +34.0% | +47.8% | +43.3% |
| 3Y | +632.1% | +50.3% | +581.8% | +420.5% |
| 5Y | +1,401.6% | +56.7% | +1,345.0% | +922.1% |
| 10Y | +1,379.0% | +153.9% | +1,225.1% | +700.5% |
| All | +1,392.7% | +1,533.9% | -141.2% | +235.0% |
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 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