+61.7%
CF vs DD
+41.5%
+20.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.2% |
| 7D | +6.0% | -3.5% | +9.5% | +5.6% |
| 30D | +14.8% | -10.3% | +25.2% | +13.7% |
| 3M | +14.1% | -7.5% | +21.6% | +13.5% |
| 6M | +28.5% | -8.0% | +36.5% | +29.5% |
| YTD | +74.9% | +10.5% | +64.5% | +68.6% |
| 1Y | +61.7% | +38.3% | +23.4% | +51.9% |
| All | +61.7% | +41.5% | +20.2% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling