+250.7%
CP vs DD
+100.9%
+149.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +2.8% | +2.2% | +0.6% | +1.8% |
| 30D | +11.0% | +20.7% | -9.6% | +2.6% |
| 3M | +3.8% | +11.3% | -7.5% | -1.0% |
| 6M | +9.5% | +6.0% | +3.5% | +5.9% |
| YTD | +28.2% | +31.7% | -3.5% | +12.7% |
| 1Y | +33.0% | +32.2% | +0.7% | +16.6% |
| 3Y | +35.5% | +92.7% | -57.1% | -1.8% |
| 5Y | +25.8% | +72.1% | -46.3% | -6.5% |
| 10Y | +250.7% | +99.7% | +151.1% | +91.2% |
| All | +250.7% | +100.9% | +149.8% | +91.2% |
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