+109.5%
CF vs DD
+71.8%
+37.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.0% | -1.2% |
| 7D | -0.9% | +9.8% | -10.7% | -2.8% |
| 30D | +6.9% | +19.3% | -12.4% | +3.0% |
| 3M | +4.8% | +9.4% | -4.5% | +2.7% |
| 6M | +4.7% | +4.8% | -0.1% | +3.2% |
| YTD | +56.5% | +30.2% | +26.2% | +44.2% |
| 1Y | +48.4% | +32.2% | +16.2% | +36.1% |
| 3Y | +59.1% | +93.1% | -33.9% | +27.5% |
| 5Y | +109.5% | +68.0% | +41.5% | +60.9% |
| All | +109.5% | +71.8% | +37.8% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling