+66.6%
DRI vs CPAY
+54.3%
+12.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -4.8% | -2.5% | -2.3% | -4.1% |
| 30D | -3.9% | +1.3% | -5.2% | -4.4% |
| 3M | +5.1% | +13.5% | -8.4% | +0.8% |
| 6M | +5.5% | +24.7% | -19.2% | -2.4% |
| YTD | +16.5% | +34.9% | -18.5% | +3.8% |
| 1Y | +2.0% | +29.7% | -27.7% | -8.2% |
| 3Y | +54.5% | +49.4% | +5.1% | +28.1% |
| 5Y | +66.6% | +53.5% | +13.1% | +30.7% |
| All | +66.6% | +54.3% | +12.3% | +30.7% |
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