+578.9%
DLR vs CPAY
+1,528.2%
-949.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.1% |
| 7D | +3.4% | +0.6% | +2.8% | +3.2% |
| 30D | -2.2% | +3.6% | -5.8% | -3.2% |
| 3M | +4.7% | +16.6% | -11.9% | +0.5% |
| 6M | +9.0% | +29.5% | -20.5% | +1.5% |
| YTD | +24.1% | +35.3% | -11.1% | +13.3% |
| 1Y | +20.9% | +30.6% | -9.7% | +11.0% |
| 3Y | +60.0% | +49.7% | +10.3% | +39.5% |
| 5Y | +35.3% | +54.4% | -19.1% | +14.7% |
| 10Y | +165.8% | +142.8% | +22.9% | +95.5% |
| All | +578.9% | +1,528.2% | -949.3% | +218.5% |
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