+5,967.0%
CF vs DD
+180.2%
+5,786.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | +6.0% | -3.5% | +9.5% | +7.9% |
| 30D | +14.8% | -10.3% | +25.2% | +21.1% |
| 3M | +14.1% | -7.5% | +21.6% | +17.7% |
| 6M | +28.5% | -8.0% | +36.5% | +30.3% |
| YTD | +74.9% | +10.5% | +64.5% | +60.0% |
| 1Y | +61.7% | +38.3% | +23.4% | +29.9% |
| 3Y | +80.3% | +42.5% | +37.8% | +35.4% |
| 5Y | +226.0% | +60.2% | +165.8% | +119.0% |
| 10Y | +569.9% | +68.9% | +501.0% | +315.3% |
| All | +5,967.0% | +180.2% | +5,786.7% | +2,960.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling