+223.2%
CP vs DD
+69.4%
+153.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +2.4% | -0.6% | +3.0% | +2.7% |
| 30D | -0.5% | -7.4% | +6.9% | +2.6% |
| 3M | +1.4% | -6.4% | +7.9% | +3.8% |
| 6M | +10.3% | -2.5% | +12.8% | +10.3% |
| YTD | +24.3% | +10.2% | +14.1% | +17.8% |
| 1Y | +20.4% | +36.9% | -16.5% | +3.7% |
| 3Y | +21.8% | +47.0% | -25.2% | -1.3% |
| 5Y | +31.5% | +63.1% | -31.6% | -0.6% |
| 10Y | +223.2% | +68.2% | +155.0% | +89.0% |
| All | +223.2% | +69.4% | +153.9% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling