+41.5%
DLR vs CPAY
+53.2%
-11.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.1% |
| 7D | -1.3% | -2.7% | +1.4% | -0.5% |
| 30D | -2.9% | +0.6% | -3.4% | -3.1% |
| 3M | +3.2% | +17.0% | -13.8% | -1.7% |
| 6M | +3.9% | +24.1% | -20.2% | -3.2% |
| YTD | +21.4% | +35.7% | -14.3% | +8.7% |
| 1Y | +9.7% | +34.0% | -24.3% | -1.8% |
| 3Y | +56.5% | +50.3% | +6.3% | +30.1% |
| 5Y | +41.5% | +56.7% | -15.1% | +5.2% |
| All | +41.5% | +53.2% | -11.7% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling