+52.7%
DRAM vs CEG
+3.6%
+49.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.4% |
| 7D | +7.9% | +12.1% | -4.2% | +0.1% |
| 30D | -15.4% | +0.2% | -15.7% | -15.9% |
| 3M | -25.5% | +0.7% | -26.2% | -26.0% |
| 6M | -22.3% | +2.2% | -24.5% | -24.9% |
| All | +52.7% | +3.6% | +49.1% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling