+120.1%
DRAM vs CRH
-11.6%
+131.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.2% | +4.0% |
| 7D | +11.0% | -0.6% | +11.6% | +11.2% |
| 30D | +20.8% | -9.5% | +30.2% | +25.6% |
| 3M | +1.0% | -10.4% | +11.4% | +6.0% |
| All | +120.1% | -11.6% | +131.7% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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 · Available span rolling