+43.4%
CL vs DD
+67.2%
-23.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +3.2% | +5.0% | -1.7% | +2.7% |
| 30D | +8.0% | +19.7% | -11.7% | +5.9% |
| 3M | +7.9% | +7.2% | +0.7% | +7.0% |
| 6M | +14.7% | +1.0% | +13.7% | +14.5% |
| YTD | +29.2% | +29.1% | +0.1% | +24.9% |
| 1Y | +29.5% | +28.5% | +1.1% | +25.3% |
| 3Y | +40.7% | +89.4% | -48.8% | +27.7% |
| All | +43.4% | +67.2% | -23.9% | +29.7% |
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