-69.7%
RAM vs CDW
+30.5%
-100.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +12.7% | -23.0% | -8.8% |
| 7D | -31.3% | +3.7% | -35.0% | -30.0% |
| 30D | -49.4% | +26.0% | -75.4% | -47.3% |
| 3M | -41.4% | +10.1% | -51.5% | -43.8% |
| All | -69.7% | +30.5% | -100.2% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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