+115.0%
DRAM vs CNH
+36.5%
+78.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.0% | +2.6% | +5.1% |
| 7D | +6.9% | +23.3% | -16.4% | -1.4% |
| 30D | +11.1% | +33.5% | -22.4% | -1.4% |
| 3M | -9.1% | +32.7% | -41.9% | -19.4% |
| All | +115.0% | +36.5% | +78.5% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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 · Available span rolling