+66.5%
DRI vs CPAY
+101.0%
-34.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | +1.1% | +1.6% | -0.5% | +0.7% |
| 30D | +9.7% | +17.6% | -7.9% | +5.4% |
| 3M | +3.2% | +8.7% | -5.5% | +1.0% |
| 6M | +20.6% | +39.5% | -19.0% | +11.0% |
| YTD | +28.3% | +53.6% | -25.3% | +13.8% |
| 1Y | +34.5% | +63.3% | -28.7% | +17.0% |
| 3Y | +66.5% | +101.7% | -35.2% | +36.1% |
| All | +66.5% | +101.0% | -34.5% | +36.1% |
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