+62.5%
DRAM vs CAH
+24.1%
+38.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.6% | -8.9% | -2.2% |
| 7D | -16.6% | +7.0% | -23.7% | -11.4% |
| 30D | -26.9% | +12.4% | -39.2% | -18.8% |
| 3M | -17.8% | +12.2% | -30.0% | -8.7% |
| 6M | +6.2% | +33.2% | -27.0% | +35.3% |
| All | +62.5% | +24.1% | +38.4% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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 · 6 months rolling