+702.3%
DRI vs CPAY
+1,528.2%
-825.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.0% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | -0.4% | +3.6% | -4.0% | -1.8% |
| 3M | +9.5% | +16.6% | -7.1% | +2.8% |
| 6M | +6.5% | +29.5% | -23.0% | -5.0% |
| YTD | +18.4% | +35.3% | -16.8% | +2.7% |
| 1Y | +4.2% | +30.6% | -26.4% | -8.9% |
| 3Y | +57.1% | +49.7% | +7.3% | +25.6% |
| 5Y | +70.4% | +54.4% | +16.0% | +31.3% |
| 10Y | +354.0% | +142.8% | +211.2% | +208.3% |
| All | +702.3% | +1,528.2% | -825.9% | +284.3% |
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 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