+61.6%
DRAM vs CPAY
+61.7%
-0.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.5% | +9.9% | +10.5% |
| 7D | -0.6% | +10.4% | -10.9% | +2.4% |
| 30D | -18.0% | +16.2% | -34.2% | -15.4% |
| 3M | -11.9% | +13.7% | -25.6% | -9.0% |
| 6M | -18.6% | +35.2% | -53.8% | -17.4% |
| All | +61.6% | +61.7% | -0.1% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling