+50.5%
DRAM vs CRL
+107.2%
-56.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.7% | +1.7% | +4.6% |
| 7D | -9.8% | +4.4% | -14.2% | -11.1% |
| 30D | -26.9% | +17.1% | -44.0% | -29.1% |
| 3M | -17.4% | +32.1% | -49.5% | -21.5% |
| 6M | -20.9% | +98.9% | -119.8% | -30.1% |
| All | +50.5% | +107.2% | -56.7% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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 · 6 months rolling