-20.0%
DRAM vs CPRT
-2.0%
-18.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -0.4% | -17.5% | -18.2% |
| 7D | -28.5% | +9.9% | -38.4% | -23.4% |
| 30D | -37.8% | +21.1% | -58.9% | -28.9% |
| 3M | -31.1% | +12.3% | -43.5% | -22.2% |
| 6M | -20.0% | -2.0% | -18.0% | -13.0% |
| All | -20.0% | -2.0% | -18.0% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 6mo: compounded portfolio wealth divided by compounded CPRT 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…
6mo analysis · Full analysis span regression · 6 months rolling