+7,604.2%
CP vs DD
+1,082.4%
+6,521.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | +2.8% | +4.6% | -1.8% | +0.7% |
| 30D | +10.2% | +11.8% | -1.6% | +5.1% |
| 3M | +2.4% | +2.2% | +0.2% | +1.0% |
| 6M | +7.7% | -1.6% | +9.3% | +7.3% |
| YTD | +26.0% | +23.0% | +3.0% | +14.2% |
| 1Y | +34.6% | +26.9% | +7.7% | +20.4% |
| 3Y | +26.7% | +77.9% | -51.2% | -4.0% |
| 5Y | +24.9% | +59.9% | -35.0% | -2.8% |
| 10Y | +258.6% | +90.1% | +168.6% | +142.4% |
| All | +7,604.2% | +1,082.4% | +6,521.9% | +2,435.0% |
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 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