+257.6%
CP vs DD
+105.4%
+152.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.9% | -3.9% | -0.3% |
| 7D | +2.8% | +9.8% | -7.0% | -1.3% |
| 30D | +11.3% | +19.3% | -8.0% | +3.3% |
| 3M | +2.9% | +9.4% | -6.5% | -1.2% |
| 6M | +9.8% | +4.8% | +5.0% | +6.7% |
| YTD | +28.5% | +30.2% | -1.7% | +13.5% |
| 1Y | +33.5% | +32.2% | +1.3% | +17.0% |
| 3Y | +31.9% | +93.1% | -61.2% | -4.6% |
| 5Y | +25.5% | +68.0% | -42.5% | -5.8% |
| 10Y | +257.6% | +98.5% | +159.1% | +94.5% |
| All | +257.6% | +105.4% | +152.2% | +94.5% |
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 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