+7,212.2%
CB vs DD
+1,392.6%
+5,819.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.2% |
| 7D | +0.7% | +2.2% | -1.5% | -0.2% |
| 30D | +8.2% | +20.7% | -12.5% | +1.0% |
| 3M | +6.3% | +11.3% | -5.0% | +1.9% |
| 6M | +16.2% | +6.0% | +10.2% | +12.7% |
| YTD | +19.3% | +31.7% | -12.4% | +6.2% |
| 1Y | +29.2% | +32.2% | -3.0% | +14.7% |
| 3Y | +71.4% | +92.7% | -21.2% | +28.5% |
| 5Y | +104.2% | +72.1% | +32.1% | +56.3% |
| 10Y | +246.7% | +99.7% | +147.0% | +135.2% |
| All | +7,212.2% | +1,392.6% | +5,819.6% | +2,421.9% |
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 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