+220.7%
CF vs DD
+61.3%
+159.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +6.0% | -3.5% | +9.5% | +6.8% |
| 30D | +14.8% | -10.3% | +25.2% | +17.4% |
| 3M | +14.1% | -7.5% | +21.6% | +15.6% |
| 6M | +28.5% | -8.0% | +36.5% | +29.6% |
| YTD | +74.9% | +10.5% | +64.5% | +67.1% |
| 1Y | +61.7% | +38.3% | +23.4% | +44.3% |
| 3Y | +80.3% | +42.5% | +37.8% | +56.5% |
| All | +220.7% | +61.3% | +159.5% | +150.5% |
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 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