-31.1%
DRAM vs CAT
-36.6%
+5.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -6.4% | -11.6% | -10.1% |
| 7D | -28.5% | -14.5% | -14.0% | -13.6% |
| 30D | -37.8% | -35.7% | -2.1% | +2.0% |
| 3M | -31.1% | -36.3% | +5.2% | +16.4% |
| All | -31.1% | -36.6% | +5.4% | +16.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling