-21.2%
DRAM vs CBRS
-68.9%
+47.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +11.2% | -14.1% | -6.5% |
| 7D | +7.9% | +21.2% | -13.3% | +1.2% |
| 30D | -15.4% | -23.2% | +7.7% | -9.8% |
| 3M | -25.5% | -52.9% | +27.4% | -10.1% |
| All | -21.2% | -68.9% | +47.8% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 CBRS 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