+34.8%
CF vs DD
+49.3%
-14.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -4.7% |
| 7D | -6.9% | +8.7% | -15.6% | -5.5% |
| 30D | -3.7% | +15.3% | -19.1% | -1.5% |
| 3M | -5.0% | +5.9% | -10.9% | -3.9% |
| 6M | -10.5% | +11.6% | -22.0% | -8.7% |
| YTD | +46.5% | +26.5% | +20.0% | +39.2% |
| 1Y | +34.8% | +35.4% | -0.6% | +22.9% |
| All | +34.8% | +49.3% | -14.5% | +22.9% |
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