+33.3%
DRAM vs CVE
+3.3%
+30.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -2.7% | -15.2% | -17.9% |
| 7D | -28.5% | -14.1% | -14.4% | -28.8% |
| 30D | -37.8% | -11.6% | -26.2% | -37.7% |
| 3M | -31.1% | 0.0% | -31.2% | -29.9% |
| 6M | -20.0% | -8.4% | -11.7% | -18.4% |
| All | +33.3% | +3.3% | +30.0% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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