+50.5%
DRAM vs CFG
+11.9%
+38.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.4% | +5.8% |
| 7D | -9.8% | +0.3% | -10.1% | -9.6% |
| 30D | -26.9% | +3.2% | -30.2% | -26.7% |
| 3M | -17.4% | -9.7% | -7.7% | -16.5% |
| 6M | -20.9% | +3.6% | -24.5% | -18.0% |
| All | +50.5% | +11.9% | +38.6% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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