+5,315.6%
CL vs DD
+1,082.4%
+4,233.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.4% |
| 7D | +1.3% | +4.6% | -3.3% | +0.3% |
| 30D | +11.4% | +11.8% | -0.4% | +8.8% |
| 3M | +4.4% | +2.2% | +2.3% | +3.7% |
| 6M | +10.8% | -1.6% | +12.4% | +10.5% |
| YTD | +25.1% | +23.0% | +2.1% | +19.1% |
| 1Y | +28.0% | +26.9% | +1.0% | +21.0% |
| 3Y | +37.6% | +77.9% | -40.3% | +19.5% |
| 5Y | +39.7% | +59.9% | -20.2% | +22.1% |
| 10Y | +75.8% | +90.1% | -14.3% | +40.5% |
| All | +5,315.6% | +1,082.4% | +4,233.2% | +2,009.6% |
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