+120.1%
DRAM vs CMI
+6.3%
+113.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.2% |
| 7D | +11.0% | +1.9% | +9.1% | +8.1% |
| 30D | +20.8% | -12.5% | +33.3% | +46.8% |
| 3M | +1.0% | -16.2% | +17.2% | +34.9% |
| All | +120.1% | +6.3% | +113.8% | +165.2% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling