+246.7%
CB vs DD
+100.9%
+145.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.2% |
| 7D | +0.7% | +2.2% | -1.5% | -0.1% |
| 30D | +8.2% | +20.7% | -12.5% | +1.5% |
| 3M | +6.3% | +11.3% | -5.0% | +2.2% |
| 6M | +16.2% | +6.0% | +10.2% | +13.0% |
| YTD | +19.3% | +31.7% | -12.4% | +6.6% |
| 1Y | +29.2% | +32.2% | -3.0% | +15.2% |
| 3Y | +71.4% | +92.7% | -21.2% | +28.2% |
| 5Y | +104.2% | +72.1% | +32.1% | +56.0% |
| 10Y | +246.7% | +99.7% | +147.0% | +113.7% |
| All | +246.7% | +100.9% | +145.7% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling