+62.5%
DRAM vs CLX
+0.2%
+62.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.7% | -11.0% | -2.5% |
| 7D | -16.6% | +14.2% | -30.8% | -10.8% |
| 30D | -26.9% | +22.7% | -49.5% | -18.8% |
| 3M | -17.8% | -2.8% | -15.1% | -18.6% |
| 6M | +6.2% | +17.7% | -11.5% | +12.6% |
| All | +62.5% | +0.2% | +62.3% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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