+46.4%
DRAM vs CIFR
-45.6%
+92.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -0.8% |
| 7D | -14.7% | -19.6% | +4.9% | -6.6% |
| 30D | -28.9% | -51.7% | +22.8% | -3.1% |
| 3M | -18.1% | -60.0% | +41.9% | +18.5% |
| 6M | -23.0% | -68.2% | +45.2% | +23.0% |
| All | +46.4% | -45.6% | +92.0% | +94.3% |
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