+62.5%
DRAM vs CNC
+122.3%
-59.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +12.6% | -18.0% | -2.3% |
| 7D | -16.6% | +13.4% | -30.0% | -13.8% |
| 30D | -26.9% | +18.2% | -45.1% | -23.8% |
| 3M | -17.8% | +18.6% | -36.5% | -14.3% |
| 6M | +6.2% | +41.9% | -35.7% | +20.4% |
| All | +62.5% | +122.3% | -59.8% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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