-20.0%
DRAM vs CDW
+18.3%
-38.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -6.1% | -11.8% | -18.2% |
| 7D | -28.5% | -4.1% | -24.4% | -28.2% |
| 30D | -37.8% | +16.7% | -54.6% | -36.4% |
| 3M | -31.1% | +13.6% | -44.7% | -29.8% |
| 6M | -20.0% | +17.0% | -37.1% | -15.3% |
| All | -20.0% | +18.3% | -38.3% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling