+243.0%
CB vs DD
+105.4%
+137.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.3% | -2.3% |
| 7D | -1.5% | +9.8% | -11.3% | -4.7% |
| 30D | +6.5% | +19.3% | -12.8% | +0.3% |
| 3M | +4.1% | +9.4% | -5.3% | +0.6% |
| 6M | +14.4% | +4.8% | +9.6% | +11.6% |
| YTD | +17.5% | +30.2% | -12.7% | +5.4% |
| 1Y | +27.5% | +32.2% | -4.7% | +13.6% |
| 3Y | +71.6% | +93.1% | -21.5% | +28.1% |
| 5Y | +100.6% | +68.0% | +32.6% | +54.6% |
| 10Y | +243.0% | +98.5% | +144.5% | +111.9% |
| All | +243.0% | +105.4% | +137.6% | +111.9% |
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