+481.0%
CF vs DD
+100.9%
+380.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.1% |
| 7D | +4.8% | +2.2% | +2.5% | +3.5% |
| 30D | +9.7% | +20.7% | -11.0% | -0.1% |
| 3M | +1.2% | +11.3% | -10.1% | -4.6% |
| 6M | +7.4% | +6.0% | +1.4% | +2.7% |
| YTD | +60.5% | +31.7% | +28.8% | +34.8% |
| 1Y | +50.7% | +32.2% | +18.5% | +26.2% |
| 3Y | +64.8% | +92.7% | -27.9% | +6.8% |
| 5Y | +115.8% | +72.1% | +43.7% | +42.9% |
| 10Y | +481.0% | +99.7% | +381.4% | +172.7% |
| All | +481.0% | +100.9% | +380.1% | +172.7% |
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