+57.3%
DRAM vs CTAS
+34.1%
+23.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.5% |
| 7D | +18.0% | +0.5% | +17.5% | +18.8% |
| 30D | -17.4% | +10.2% | -27.6% | -3.4% |
| 3M | -20.3% | +12.1% | -32.4% | -4.4% |
| 6M | -14.9% | +38.3% | -53.2% | +42.2% |
| All | +57.3% | +34.1% | +23.2% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 3y: compounded portfolio wealth divided by compounded CTAS 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…
3y analysis · Full analysis span regression · 6 months rolling