Lightweight tear sheet summarising portfolio vs benchmark behaviour.
| Monthly Return Heatmap | |||||||||||||
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 7.62 | 5.85 | -5.55 | 8.95 | 7.66 | -1.14 | 0.97 | 4.83 | 6.45 | 10.09 | -6.75 | 44.3 | |
| 2025 | 2.05 | -12.06 | -6.83 | 10.79 | 13.68 | 15.36 | 10.08 | 0.04 | 19.24 | 5.98 | -9.11 | -3.49 | 48.32 |
| 2026 | -0.78 | -2.16 | -8.17 | 20.63 | 19.76 | -3.95 | -1.95 | 1.43 | 4.73 | 28.85 | |||
| Comprehensive Performance Metrics | ||
| Portfolio | Benchmark | |
|---|---|---|
| Basic Info | ||
| Start | 2024-01-02 | 2024-01-02 |
| End | 2026-09-08 | 2026-09-08 |
| Risk-free rate | 0.00% | 0.00% |
| Performance | ||
| Total Return | 186.16% | 62.06% |
| CAGR | 47.97% | 19.71% |
| Max Drawdown | -36.02% | -19.00% |
| Calmar Ratio | 1.33 | 1.04 |
| Daily Sharpe | 1.27 | 1.23 |
| Daily Sortino | 2.12 | 2.05 |
| Returns | ||
| MTD | 4.73% | 0.55% |
| 3m | 3.74% | 3.92% |
| 6m | 36.39% | 12.93% |
| YTD | 28.85% | 12.12% |
| 1Y | 35.15% | 17.78% |
| 3Y (ann.) | 47.97% | 19.71% |
| 5Y (ann.) | nan% | nan% |
| 10Y (ann.) | nan% | nan% |
| Since Incep. (ann.) | 47.97% | 19.71% |
| Daily Stats | ||
| Daily Mean (ann.) | 45.92% | 19.30% |
| Daily Vol (ann.) | 36.12% | 15.66% |
| Daily Skew | -0.05 | 0.96 |
| Daily Kurt | 3.28 | 21.55 |
| Best Day | 14.69% | 10.50% |
| Worst Day | -8.52% | -5.85% |
| Monthly Stats | ||
| Monthly Sharpe | 1.42 | 1.57 |
| Monthly Sortino | 3.75 | 3.91 |
| Monthly Mean (ann.) | 42.85% | 18.06% |
| Monthly Vol (ann.) | 30.09% | 11.51% |
| Monthly Skew | 0.27 | 0.22 |
| Monthly Kurt | -0.60 | 0.09 |
| Best Month | 20.63% | 9.98% |
| Worst Month | -12.06% | -4.54% |
| Yearly Stats | ||
| Yearly Sharpe | 2.80 | 4.56 |
| Yearly Sortino | inf | inf |
| Yearly Mean | 38.58% | 14.34% |
| Yearly Vol | 13.77% | 3.14% |
| Yearly Skew | nan | nan |
| Yearly Kurt | nan | nan |
| Best Year | 48.32% | 16.57% |
| Worst Year | 28.85% | 12.12% |
| Drawdown & Win Stats | ||
| Avg. Drawdown | -4.28% | -1.58% |
| Avg. Drawdown Days | 19.27 | 11.72 |
| Avg. Up Month | 8.81% | 3.20% |
| Avg. Down Month | -5.16% | -2.23% |
| Win Year % | 100.00% | 100.00% |
| Win 12m % | 100.00% | 100.00% |