+50.5%
DRAM vs CDW
+37.3%
+13.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.8% | +1.5% | +6.3% |
| 7D | -9.8% | +9.3% | -19.1% | -9.0% |
| 30D | -26.9% | +15.8% | -42.7% | -25.9% |
| 3M | -17.4% | +21.8% | -39.2% | -15.9% |
| 6M | -20.9% | +58.8% | -79.6% | -13.8% |
| All | +50.5% | +37.3% | +13.3% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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