+216.8%
CB vs DD
+69.4%
+147.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | -3.9% | -7.4% | +3.5% | -1.6% |
| 3M | +4.9% | -6.4% | +11.3% | +6.8% |
| 6M | +3.3% | -2.5% | +5.7% | +2.9% |
| YTD | +8.5% | +10.2% | -1.7% | +3.1% |
| 1Y | +22.1% | +36.9% | -14.9% | +6.9% |
| 3Y | +70.1% | +47.0% | +23.1% | +40.1% |
| 5Y | +97.4% | +63.1% | +34.2% | +51.7% |
| 10Y | +216.8% | +68.2% | +148.7% | +109.4% |
| All | +216.8% | +69.4% | +147.5% | +109.4% |
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