+61.6%
DRAM vs CEG
+1.6%
+60.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.6% | +7.8% | +8.6% |
| 7D | -0.6% | +11.8% | -12.4% | -7.2% |
| 30D | -18.0% | -6.5% | -11.5% | -14.9% |
| 3M | -11.9% | -1.2% | -10.7% | -11.3% |
| 6M | -18.6% | -8.0% | -10.5% | -17.5% |
| All | +61.6% | +1.6% | +60.0% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling