+52.7%
DRAM vs CMI
-14.4%
+67.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -1.9% |
| 7D | +7.9% | +0.5% | +7.4% | +7.5% |
| 30D | -15.4% | -14.0% | -1.4% | +5.7% |
| 3M | -25.5% | -28.1% | +2.6% | +20.4% |
| 6M | -22.3% | -35.8% | +13.6% | +48.3% |
| All | +52.7% | -14.4% | +67.2% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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