+61.6%
DRAM vs CHRW
-18.5%
+80.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.7% | +6.7% | +10.1% |
| 7D | -0.6% | -0.1% | -0.5% | -0.7% |
| 30D | -18.0% | -4.3% | -13.8% | -18.2% |
| 3M | -11.9% | -7.4% | -4.5% | -12.0% |
| 6M | -18.6% | -20.7% | +2.1% | -14.9% |
| All | +61.6% | -18.5% | +80.1% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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