+115.0%
DRAM vs CSGP
-22.0%
+137.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.4% | +9.0% | +4.2% |
| 7D | +6.9% | -4.1% | +11.0% | +2.9% |
| 30D | +11.1% | +2.3% | +8.8% | +14.7% |
| 3M | -9.1% | -8.2% | -1.0% | -7.6% |
| All | +115.0% | -22.0% | +137.1% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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 · Available span rolling