+27.2%
CP vs DD
+67.2%
-40.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +2.1% | +5.0% | -2.8% | +0.4% |
| 30D | +9.3% | +19.7% | -10.4% | +2.1% |
| 3M | +0.5% | +7.2% | -6.7% | -2.4% |
| 6M | +10.4% | +1.0% | +9.4% | +9.3% |
| YTD | +28.7% | +29.1% | -0.4% | +15.2% |
| 1Y | +33.2% | +28.5% | +4.7% | +19.4% |
| 3Y | +38.4% | +89.4% | -51.0% | +2.7% |
| All | +27.2% | +67.2% | -40.1% | -5.2% |
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 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