+115.0%
DRAM vs CEG
+10.6%
+104.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.9% | +1.7% | +3.2% |
| 7D | +6.9% | +8.0% | -1.1% | +1.3% |
| 30D | +11.1% | +12.9% | -1.9% | +2.1% |
| 3M | -9.1% | +13.2% | -22.3% | -16.4% |
| All | +115.0% | +10.6% | +104.5% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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 · Available span rolling