+61.6%
DRAM vs CIFR
-40.7%
+102.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +8.9% | +1.5% | +6.2% |
| 7D | -0.6% | +9.4% | -10.0% | -4.3% |
| 30D | -18.0% | -45.3% | +27.3% | +5.5% |
| 3M | -11.9% | -58.7% | +46.8% | +26.0% |
| 6M | -18.6% | -64.9% | +46.4% | +24.7% |
| All | +61.6% | -40.7% | +102.3% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling