+50.7%
CF vs DD
+33.0%
+17.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.8% |
| 7D | +4.8% | +2.2% | +2.5% | +5.3% |
| 30D | +9.7% | +20.7% | -11.0% | +13.5% |
| 3M | +1.2% | +11.3% | -10.1% | +3.4% |
| 6M | +7.4% | +6.0% | +1.4% | +9.6% |
| YTD | +60.5% | +31.7% | +28.8% | +53.9% |
| 1Y | +50.7% | +32.2% | +18.5% | +43.7% |
| All | +50.7% | +33.0% | +17.7% | +43.7% |
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 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