+52.7%
DRAM vs CMS
-8.0%
+60.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -0.1% |
| 7D | +7.9% | +1.7% | +6.2% | +11.1% |
| 30D | -15.4% | +6.2% | -21.6% | -5.8% |
| 3M | -25.5% | +0.6% | -26.1% | -24.4% |
| 6M | -22.3% | -1.8% | -20.5% | -21.5% |
| All | +52.7% | -8.0% | +60.7% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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