-31.1%
DRAM vs CEG
-11.2%
-20.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -2.5% | -15.5% | -16.6% |
| 7D | -28.5% | -9.4% | -19.1% | -24.6% |
| 30D | -37.8% | -20.2% | -17.6% | -30.9% |
| 3M | -31.1% | -9.5% | -21.7% | -25.7% |
| All | -31.1% | -11.2% | -20.0% | -25.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling