-69.7%
RAM vs CPB
+10.8%
-80.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +5.9% | -16.2% | -0.3% |
| 7D | -31.3% | +13.0% | -44.2% | -13.9% |
| 30D | -49.4% | +20.5% | -69.9% | -27.9% |
| 3M | -41.4% | +2.2% | -43.6% | -36.5% |
| All | -69.7% | +10.8% | -80.5% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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