+7,539.9%
CP vs DD
+961.9%
+6,578.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | -2.7% | -3.5% | +0.8% | -1.3% |
| 30D | +0.2% | -10.3% | +10.5% | +4.5% |
| 3M | +2.6% | -7.5% | +10.1% | +5.4% |
| 6M | +6.0% | -8.0% | +14.0% | +8.6% |
| YTD | +24.9% | +10.5% | +14.5% | +18.6% |
| 1Y | +20.1% | +38.3% | -18.2% | +3.6% |
| 3Y | +16.4% | +42.5% | -26.1% | -3.4% |
| 5Y | +31.7% | +60.2% | -28.4% | +2.4% |
| 10Y | +223.9% | +68.9% | +155.0% | +130.3% |
| All | +7,539.9% | +961.9% | +6,578.0% | +2,533.9% |
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