+46.4%
DRAM vs CAI
+31.3%
+15.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.7% | -2.3% |
| 7D | -14.7% | -25.6% | +10.9% | -11.8% |
| 30D | -28.9% | -17.7% | -11.2% | -26.0% |
| 3M | -18.1% | +4.4% | -22.5% | -12.7% |
| 6M | -23.0% | +51.3% | -74.3% | -13.1% |
| All | +46.4% | +31.3% | +15.1% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling