+41.5%
DRAM vs CSGP
-23.0%
+64.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.7% | +10.8% | +2.3% |
| 7D | -18.2% | +1.3% | -19.4% | -16.9% |
| 30D | -34.5% | +10.7% | -45.2% | -25.4% |
| 3M | -23.6% | +3.3% | -26.9% | -16.9% |
| 6M | -19.3% | -10.3% | -9.0% | -16.3% |
| All | +41.5% | -23.0% | +64.5% | +49.4% |
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