+20.1%
CI vs DD
+33.0%
-13.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.5% |
| 7D | +2.6% | +2.2% | +0.4% | +2.5% |
| 30D | +7.3% | +20.7% | -13.3% | +6.2% |
| 3M | +9.5% | +11.3% | -1.8% | +8.9% |
| 6M | +6.4% | +6.0% | +0.5% | +6.4% |
| YTD | +12.0% | +31.7% | -19.7% | +6.3% |
| 1Y | +20.1% | +32.2% | -12.2% | +13.8% |
| All | +20.1% | +33.0% | -13.0% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling