+61.6%
DRAM vs CLS
-11.7%
+73.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +8.5% | +1.9% | +4.7% |
| 7D | -0.6% | +2.8% | -3.3% | -1.5% |
| 30D | -18.0% | -30.1% | +12.1% | +2.1% |
| 3M | -11.9% | -21.7% | +9.9% | +1.2% |
| 6M | -18.6% | -36.2% | +17.7% | +9.7% |
| All | +61.6% | -11.7% | +73.2% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…
10y analysis · Full analysis span regression · 6 months rolling