-9.1%
DRAM vs CRCL
+12.3%
-21.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.1% | +7.8% | +7.1% |
| 7D | +6.9% | +17.1% | -10.2% | -1.0% |
| 30D | +11.1% | +61.3% | -50.2% | -13.4% |
| 3M | -9.1% | +12.7% | -21.9% | -17.5% |
| All | -9.1% | +12.3% | -21.4% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 3mo: compounded portfolio wealth divided by compounded CRCL 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…
3mo analysis · Full analysis span regression · Available span rolling