+50.5%
DRAM vs CRS
-21.9%
+72.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.7% | -3.4% | -0.7% |
| 7D | -9.8% | +4.9% | -14.7% | -12.4% |
| 30D | -26.9% | -20.8% | -6.1% | -13.7% |
| 3M | -17.4% | -46.4% | +29.0% | +40.0% |
| 6M | -20.9% | -28.6% | +7.7% | +12.9% |
| All | +50.5% | -21.9% | +72.4% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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