+487.0%
CF vs DD
+105.4%
+381.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.0% | -2.8% |
| 7D | -0.9% | +9.8% | -10.7% | -5.6% |
| 30D | +6.9% | +19.3% | -12.4% | -2.1% |
| 3M | +4.8% | +9.4% | -4.5% | -0.4% |
| 6M | +4.7% | +4.8% | -0.1% | +0.6% |
| YTD | +56.5% | +30.2% | +26.2% | +32.0% |
| 1Y | +48.4% | +32.2% | +16.2% | +24.1% |
| 3Y | +59.1% | +93.1% | -33.9% | +2.8% |
| 5Y | +109.5% | +68.0% | +41.5% | +40.7% |
| 10Y | +487.0% | +98.5% | +388.5% | +174.5% |
| All | +487.0% | +105.4% | +381.6% | +174.5% |
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