+73.0%
CF vs DD
+43.0%
+30.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +6.0% | -3.5% | +9.5% | +6.5% |
| 30D | +14.8% | -10.3% | +25.2% | +16.5% |
| 3M | +14.1% | -7.5% | +21.6% | +15.1% |
| 6M | +28.5% | -8.0% | +36.5% | +29.4% |
| YTD | +74.9% | +10.5% | +64.5% | +68.1% |
| 1Y | +61.7% | +38.3% | +23.4% | +46.8% |
| All | +73.0% | +43.0% | +30.0% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling