+52.7%
DRAM vs CNI
+25.3%
+27.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.9% |
| 7D | +7.9% | +2.5% | +5.4% | +8.1% |
| 30D | -15.4% | +6.1% | -21.6% | -14.6% |
| 3M | -25.5% | +0.1% | -25.7% | -24.8% |
| 6M | -22.3% | +14.9% | -37.2% | -22.5% |
| All | +52.7% | +25.3% | +27.4% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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