+50.5%
DRAM vs CL
+17.0%
+33.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.9% | +8.7% |
| 7D | -9.8% | +0.5% | -10.3% | -8.7% |
| 30D | -26.9% | +11.6% | -38.5% | -10.3% |
| 3M | -17.4% | +5.6% | -23.0% | -6.9% |
| 6M | -20.9% | +13.2% | -34.0% | +1.1% |
| All | +50.5% | +17.0% | +33.5% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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