+6,646.7%
CB vs DD
+1,152.0%
+5,494.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +0.5% | -3.5% | +4.0% | +1.7% |
| 30D | -3.1% | -10.3% | +7.2% | +0.5% |
| 3M | +9.0% | -7.5% | +16.5% | +11.4% |
| 6M | +2.9% | -8.0% | +10.9% | +4.6% |
| YTD | +10.1% | +10.5% | -0.4% | +4.6% |
| 1Y | +22.8% | +38.3% | -15.5% | +7.2% |
| 3Y | +73.8% | +42.5% | +31.3% | +45.0% |
| 5Y | +99.2% | +60.2% | +39.0% | +56.0% |
| 10Y | +218.2% | +68.9% | +149.4% | +129.5% |
| All | +6,646.7% | +1,152.0% | +5,494.7% | +2,383.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling