+5,294.5%
CF vs DD
+208.6%
+5,085.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.8% | +10.0% | +8.1% |
| 7D | +0.4% | +3.1% | -2.7% | -1.7% |
| 30D | +2.2% | +8.7% | -6.5% | -2.8% |
| 3M | +2.1% | -1.2% | +3.3% | +1.7% |
| 6M | -6.5% | -1.1% | -5.5% | -8.1% |
| YTD | +55.6% | +21.7% | +33.9% | +34.2% |
| 1Y | +42.3% | +24.0% | +18.3% | +21.4% |
| 3Y | +55.7% | +75.6% | -19.9% | +4.0% |
| 5Y | +122.4% | +58.2% | +64.3% | +51.0% |
| 10Y | +568.5% | +88.0% | +480.6% | +288.8% |
| All | +5,294.5% | +208.6% | +5,085.9% | +2,468.4% |
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