+41.5%
DRAM vs CCI
+12.0%
+29.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.7% | +4.8% |
| 7D | -18.2% | -0.1% | -18.1% | -18.0% |
| 30D | -34.5% | +28.4% | -62.9% | -23.9% |
| 3M | -23.6% | +20.0% | -43.6% | -17.3% |
| 6M | -19.3% | +0.8% | -20.1% | -24.0% |
| All | +41.5% | +12.0% | +29.6% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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