+248.2%
CB vs DD
+87.9%
+160.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | +0.2% | +4.6% | -4.4% | -1.4% |
| 30D | +9.1% | +11.8% | -2.7% | +4.9% |
| 3M | +3.4% | +2.2% | +1.3% | +2.3% |
| 6M | +14.1% | -1.6% | +15.7% | +13.6% |
| YTD | +18.0% | +23.0% | -5.0% | +7.9% |
| 1Y | +30.1% | +26.9% | +3.2% | +17.5% |
| 3Y | +71.8% | +77.9% | -6.1% | +32.0% |
| 5Y | +101.8% | +59.9% | +41.9% | +58.1% |
| All | +248.2% | +87.9% | +160.3% | +120.2% |
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