+7,803.6%
CI vs DD
+1,082.4%
+6,721.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.0% |
| 7D | -1.6% | +4.6% | -6.2% | -3.2% |
| 30D | +5.4% | +11.8% | -6.4% | +1.3% |
| 3M | +7.3% | +2.2% | +5.1% | +6.0% |
| 6M | +5.3% | -1.6% | +6.9% | +4.9% |
| YTD | +8.5% | +23.0% | -14.5% | -0.6% |
| 1Y | +17.1% | +26.9% | -9.8% | +6.1% |
| 3Y | +1.4% | +77.9% | -76.5% | -20.9% |
| 5Y | +50.5% | +59.9% | -9.4% | +19.0% |
| 10Y | +168.5% | +90.1% | +78.5% | +88.2% |
| All | +7,803.6% | +1,082.4% | +6,721.2% | +2,576.5% |
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 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