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 | 25.51 | 14.68 | -2.1 | 9.47 | -0.8 | 0.6 | 4.8 | 13.0 | 15.67 | 19.94 | -14.04 | 117.4 | |
| 2025 | 11.94 | -10.81 | -10.24 | 7.29 | 11.7 | 18.16 | 10.69 | 3.48 | 19.75 | 12.04 | -17.03 | -8.51 | 48.03 |
| 2026 | 15.13 | -0.91 | -13.77 | 37.0 | 24.9 | 6.49 | -25.75 | 4.76 | 12.56 | -20.66 | 24.51 | ||
| Comprehensive Performance Metrics | ||
| Portfolio | Benchmark | |
|---|---|---|
| Basic Info | ||
| Start | 2024-01-02 | 2024-01-02 |
| End | 2026-10-30 | 2026-10-30 |
| Risk-free rate | 0.00% | 0.00% |
| Performance | ||
| Total Return | 381.31% | 59.89% |
| CAGR | 74.39% | 18.07% |
| Max Drawdown | -38.57% | -19.00% |
| Calmar Ratio | 1.93 | 0.95 |
| Daily Sharpe | 1.39 | 1.15 |
| Daily Sortino | 2.23 | 1.92 |
| Returns | ||
| MTD | -20.66% | -0.91% |
| 3m | -6.46% | 1.89% |
| 6m | -7.61% | 5.16% |
| YTD | 24.51% | 10.82% |
| 1Y | -2.82% | 11.16% |
| 3Y (ann.) | 74.39% | 18.07% |
| 5Y (ann.) | nan% | nan% |
| 10Y (ann.) | nan% | nan% |
| Since Incep. (ann.) | 74.39% | 18.07% |
| Daily Stats | ||
| Daily Mean (ann.) | 67.84% | 17.85% |
| Daily Vol (ann.) | 48.87% | 15.45% |
| Daily Skew | -0.37 | 0.96 |
| Daily Kurt | 1.62 | 21.56 |
| Best Day | 15.04% | 10.50% |
| Worst Day | -11.69% | -5.85% |
| Monthly Stats | ||
| Monthly Sharpe | 1.27 | 1.42 |
| Monthly Sortino | 2.60 | 3.26 |
| Monthly Mean (ann.) | 63.61% | 17.09% |
| Monthly Vol (ann.) | 50.11% | 12.03% |
| Monthly Skew | -0.26 | 0.13 |
| Monthly Kurt | -0.24 | 0.52 |
| Best Month | 37.00% | 10.51% |
| Worst Month | -25.75% | -5.86% |
| Yearly Stats | ||
| Yearly Sharpe | 2.18 | 3.47 |
| Yearly Sortino | inf | inf |
| Yearly Mean | 36.27% | 13.59% |
| Yearly Vol | 16.63% | 3.91% |
| Yearly Skew | nan | nan |
| Yearly Kurt | nan | nan |
| Best Year | 48.03% | 16.35% |
| Worst Year | 24.51% | 10.82% |
| Drawdown & Win Stats | ||
| Avg. Drawdown | -6.69% | -1.62% |
| Avg. Drawdown Days | 21.50 | 12.23 |
| Avg. Up Month | 13.62% | 3.41% |
| Avg. Down Month | -11.33% | -2.06% |
| Win Year % | 100.00% | 100.00% |
| Win 12m % | 100.00% | 100.00% |