+62.5%
DRAM vs CIFR
-45.8%
+108.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -20.0% | +14.6% | +3.6% |
| 7D | -16.6% | -26.7% | +10.1% | -5.6% |
| 30D | -26.9% | -58.0% | +31.2% | +5.9% |
| 3M | -17.8% | -68.1% | +50.3% | +32.4% |
| 6M | +6.2% | -63.7% | +69.9% | +60.8% |
| All | +62.5% | -45.8% | +108.3% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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