+50.5%
DRAM vs CEG
+2.1%
+48.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.5% | -4.1% | -0.4% |
| 7D | -9.8% | +7.3% | -17.1% | -13.8% |
| 30D | -26.9% | -7.4% | -19.6% | -23.8% |
| 3M | -17.4% | +2.5% | -19.9% | -19.0% |
| 6M | -20.9% | -8.8% | -12.1% | -19.7% |
| All | +50.5% | +2.1% | +48.4% | +42.8% |
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 · 6 months rolling