+50.5%
DRAM vs CAT
-14.6%
+65.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.2% | -0.9% | -3.1% |
| 7D | -9.8% | -2.4% | -7.4% | -6.1% |
| 30D | -26.9% | -25.0% | -1.9% | +6.4% |
| 3M | -17.4% | -28.7% | +11.3% | +28.3% |
| 6M | -20.9% | -33.0% | +12.1% | +44.5% |
| All | +50.5% | -14.6% | +65.1% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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