+33.3%
DRAM vs CSGP
-19.2%
+52.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -1.6% | -16.3% | -19.3% |
| 7D | -28.5% | +13.9% | -42.4% | -19.8% |
| 30D | -37.8% | +16.0% | -53.8% | -26.5% |
| 3M | -31.1% | +6.1% | -37.2% | -24.2% |
| 6M | -20.0% | -8.2% | -11.9% | -13.8% |
| All | +33.3% | -19.2% | +52.5% | +46.1% |
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 · 6 months rolling