+33.2%
CME vs RAM
-82.2%
+115.5%
-8.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -32.5% | +32.1% | -2.6% |
| 7D | +3.7% | -49.5% | +53.1% | -0.8% |
| 30D | +13.7% | -63.2% | +77.0% | +7.1% |
| 3M | +16.6% | -58.5% | +75.1% | +11.6% |
| All | +33.2% | -82.2% | +115.5% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 1y: compounded portfolio wealth divided by compounded RAM 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…
1y analysis · Full analysis span regression · Available span rolling