-22.3%
DRAM vs CDE
-30.3%
+8.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -1.6% |
| 7D | +7.9% | -9.6% | +17.5% | +14.3% |
| 30D | -15.4% | -6.7% | -8.8% | -12.4% |
| 3M | -25.5% | -24.2% | -1.3% | -13.7% |
| 6M | -22.3% | -29.1% | +6.8% | -3.8% |
| All | -22.3% | -30.3% | +8.0% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 6mo: compounded portfolio wealth divided by compounded CDE 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…
6mo analysis · Full analysis span regression · 6 months rolling