+57.3%
DRAM vs CCL
+17.7%
+39.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -0.9% |
| 7D | +18.0% | -0.3% | +18.3% | +18.2% |
| 30D | -17.4% | +10.3% | -27.7% | -20.0% |
| 3M | -20.3% | +6.6% | -26.9% | -21.7% |
| 6M | -14.9% | +20.0% | -34.9% | -19.4% |
| All | +57.3% | +17.7% | +39.6% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 5y: compounded portfolio wealth divided by compounded CCL 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…
5y analysis · Full analysis span regression · 6 months rolling