+52.7%
DRAM vs CLX
+10.7%
+42.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -2.4% |
| 7D | +7.9% | +9.5% | -1.6% | +12.3% |
| 30D | -15.4% | +30.7% | -46.1% | -3.4% |
| 3M | -25.5% | +4.2% | -29.8% | -24.1% |
| 6M | -22.3% | +22.1% | -44.4% | -12.4% |
| All | +52.7% | +10.7% | +42.1% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling