-20.0%
DRAM vs CFG
+1.5%
-21.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -3.1% | -14.8% | -17.8% |
| 7D | -28.5% | -2.2% | -26.3% | -28.1% |
| 30D | -37.8% | +0.4% | -38.2% | -37.3% |
| 3M | -31.1% | -12.6% | -18.5% | -31.3% |
| 6M | -20.0% | +0.6% | -20.7% | -14.7% |
| All | -20.0% | +1.5% | -21.6% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling