portfolio-monthly-returns.csv 23 KB

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  1. name,month,start_equity,end_equity,return
  2. rotation-risk,2020-02,10000.0,10000.0,0.0
  3. rotation-risk,2020-03,10000.0,10000.0,0.0
  4. rotation-risk,2020-04,10000.0,9875.325610727092,-0.012467438927290853
  5. rotation-risk,2020-05,9875.325610727092,10159.182745679074,0.02874407853890326
  6. rotation-risk,2020-06,10159.182745679074,10066.022512230329,-0.009170051940287083
  7. rotation-risk,2020-07,10066.022512230329,10316.16924216926,0.024850603069385135
  8. rotation-risk,2020-08,10316.16924216926,10717.80093185471,0.03893225094095065
  9. rotation-risk,2020-09,10717.80093185471,10266.711447447871,-0.042087876727225026
  10. rotation-risk,2020-10,10266.711447447871,10686.89398360842,0.040926691892660294
  11. rotation-risk,2020-11,10686.89398360842,11833.241636976813,0.10726668151912655
  12. rotation-risk,2020-12,11833.241636976813,12665.022792694475,0.07029190996307322
  13. rotation-risk,2021-01,12665.022792694475,13529.828582994798,0.06828300307514379
  14. rotation-risk,2021-02,13529.828582994798,13860.32615176678,0.024427328605432175
  15. rotation-risk,2021-03,13860.32615176678,14007.379643384962,0.010609670364750912
  16. rotation-risk,2021-04,14007.379643384962,14392.652443033807,0.02750498733221618
  17. rotation-risk,2021-05,14392.652443033807,14392.652443033807,0.0
  18. rotation-risk,2021-06,14392.652443033807,14392.652443033807,0.0
  19. rotation-risk,2021-07,14392.652443033807,14392.652443033807,0.0
  20. rotation-risk,2021-08,14392.652443033807,14622.415248966416,0.015963895942183726
  21. rotation-risk,2021-09,14622.415248966416,14382.111323774332,-0.016433942074587815
  22. rotation-risk,2021-10,14382.111323774332,15238.866082686762,0.059570861302969735
  23. rotation-risk,2021-11,15238.866082686762,15211.014282859054,-0.001827681907340284
  24. rotation-risk,2021-12,15211.014282859054,15211.014282859054,0.0
  25. rotation-risk,2022-01,15211.014282859054,15211.014282859054,0.0
  26. rotation-risk,2022-02,15211.014282859054,15211.014282859054,0.0
  27. rotation-risk,2022-03,15211.014282859054,15011.564315243866,-0.013112206977541563
  28. rotation-risk,2022-04,15011.564315243866,14741.003395938598,-0.01802349932515157
  29. rotation-risk,2022-05,14741.003395938598,14741.003395938598,0.0
  30. rotation-risk,2022-06,14741.003395938598,14741.003395938598,0.0
  31. rotation-risk,2022-07,14741.003395938598,14741.003395938598,0.0
  32. rotation-risk,2022-08,14741.003395938598,14741.003395938598,0.0
  33. rotation-risk,2022-09,14741.003395938598,14741.003395938598,0.0
  34. rotation-risk,2022-10,14741.003395938598,14741.003395938598,0.0
  35. rotation-risk,2022-11,14741.003395938598,14741.003395938598,0.0
  36. rotation-risk,2022-12,14741.003395938598,14741.003395938598,0.0
  37. rotation-risk,2023-01,14741.003395938598,15694.617636847075,0.06469127068861646
  38. rotation-risk,2023-02,15694.617636847075,15760.695670895177,0.004210235354378256
  39. rotation-risk,2023-03,15760.695670895177,16190.311386535006,0.02725867719362096
  40. rotation-risk,2023-04,16190.311386535006,16350.562524285706,0.009897965142534382
  41. rotation-risk,2023-05,16350.562524285706,16167.981974617289,-0.01116662190656914
  42. rotation-risk,2023-06,16167.981974617289,16110.59624888276,-0.0035493437476996625
  43. rotation-risk,2023-07,16110.59624888276,15945.809131737982,-0.010228492763339259
  44. rotation-risk,2023-08,15945.809131737982,15945.809131737982,0.0
  45. rotation-risk,2023-09,15945.809131737982,15945.809131737982,0.0
  46. rotation-risk,2023-10,15945.809131737982,17214.92829478263,0.07958951173688855
  47. rotation-risk,2023-11,17214.92829478263,17857.589175902194,0.03733160371712607
  48. rotation-risk,2023-12,17857.589175902194,18636.198024611687,0.0436010057707108
  49. rotation-risk,2024-01,18636.198024611687,18827.10383521252,0.010243817454006265
  50. rotation-risk,2024-02,18827.10383521252,19998.821886293907,0.06223570344844598
  51. rotation-risk,2024-03,19998.821886293907,20667.26276292455,0.03342401269590578
  52. rotation-risk,2024-04,20667.26276292455,20288.466732312136,-0.018328311540701248
  53. rotation-risk,2024-05,20288.466732312136,20591.530281875817,0.014937725633106247
  54. rotation-risk,2024-06,20591.530281875817,20253.06706198935,-0.01643701149226262
  55. rotation-risk,2024-07,20253.06706198935,20157.47080414008,-0.0047200879529344375
  56. rotation-risk,2024-08,20157.47080414008,20157.043076042286,-2.12193336133204e-05
  57. rotation-risk,2024-09,20157.043076042286,20202.370028188227,0.0022486905432976823
  58. rotation-risk,2024-10,20202.370028188227,20016.897467003768,-0.009180732801432168
  59. rotation-risk,2024-11,20016.897467003768,22235.27967751103,0.1108254770332957
  60. rotation-risk,2024-12,22235.27967751103,21908.511130899875,-0.014695949470860503
  61. rotation-risk,2025-01,21908.511130899875,21931.575881970144,0.0010527758336684734
  62. rotation-risk,2025-02,21931.575881970144,21484.152166464573,-0.02040089220735819
  63. rotation-risk,2025-03,21484.152166464573,21484.152166464573,0.0
  64. rotation-risk,2025-04,21484.152166464573,21549.9425532749,0.0030622752203841586
  65. rotation-risk,2025-05,21549.9425532749,23515.61961246126,0.09121495587874051
  66. rotation-risk,2025-06,23515.61961246126,23520.866597018503,0.0002231276336202015
  67. rotation-risk,2025-07,23520.866597018503,25236.490702757354,0.072940514273242
  68. rotation-risk,2025-08,25236.490702757354,25970.25064341647,0.029075355575446382
  69. rotation-risk,2025-09,25970.25064341647,25970.25064341647,0.0
  70. rotation-risk,2025-10,25970.25064341647,25272.363740764617,-0.026872551683623125
  71. rotation-risk,2025-11,25272.363740764617,25272.363740764617,0.0
  72. rotation-risk,2025-12,25272.363740764617,25272.363740764617,0.0
  73. rotation-risk,2026-01,25272.363740764617,25272.363740764617,0.0
  74. rotation-risk,2026-02,25272.363740764617,25272.363740764617,0.0
  75. rotation-risk,2026-03,25272.363740764617,25272.363740764617,0.0
  76. rotation-risk,2026-04,25272.363740764617,24915.262745893317,-0.014130098732921148
  77. rotation-risk,2026-05,24915.262745893317,25202.38100611784,0.011523790182459415
  78. mean-reversion-eq_days30,2020-02,10000.0,10000.0,0.0
  79. mean-reversion-eq_days30,2020-03,10000.0,10000.0,0.0
  80. mean-reversion-eq_days30,2020-04,10000.0,10561.52,0.05615199999999998
  81. mean-reversion-eq_days30,2020-05,10561.52,12327.053401705154,0.1671666011809998
  82. mean-reversion-eq_days30,2020-06,12327.053401705154,12327.053401705154,0.0
  83. mean-reversion-eq_days30,2020-07,12327.053401705154,12327.053401705154,0.0
  84. mean-reversion-eq_days30,2020-08,12327.053401705154,12089.15359810565,-0.019298999999999733
  85. mean-reversion-eq_days30,2020-09,12089.15359810565,12089.15359810565,0.0
  86. mean-reversion-eq_days30,2020-10,12089.15359810565,13107.858215203618,0.08426599999999973
  87. mean-reversion-eq_days30,2020-11,13107.858215203618,13298.19742434659,0.014521000000000006
  88. mean-reversion-eq_days30,2020-12,13298.19742434659,14547.548840287316,0.09394892977399993
  89. mean-reversion-eq_days30,2021-01,14547.548840287316,15144.60933979039,0.04104200000000002
  90. mean-reversion-eq_days30,2021-02,15144.60933979039,15144.60933979039,0.0
  91. mean-reversion-eq_days30,2021-03,15144.60933979039,15144.60933979039,0.0
  92. mean-reversion-eq_days30,2021-04,15144.60933979039,15144.60933979039,0.0
  93. mean-reversion-eq_days30,2021-05,15144.60933979039,15144.60933979039,0.0
  94. mean-reversion-eq_days30,2021-06,15144.60933979039,15144.60933979039,0.0
  95. mean-reversion-eq_days30,2021-07,15144.60933979039,15144.60933979039,0.0
  96. mean-reversion-eq_days30,2021-08,15144.60933979039,15144.60933979039,0.0
  97. mean-reversion-eq_days30,2021-09,15144.60933979039,13063.740016503189,-0.13740000000000008
  98. mean-reversion-eq_days30,2021-10,13063.740016503189,13530.193917532451,0.035706000000000016
  99. mean-reversion-eq_days30,2021-11,13530.193917532451,14529.923238690752,0.07388876517600007
  100. mean-reversion-eq_days30,2021-12,14529.923238690752,14529.923238690752,0.0
  101. mean-reversion-eq_days30,2022-01,14529.923238690752,14529.923238690752,0.0
  102. mean-reversion-eq_days30,2022-02,14529.923238690752,14529.923238690752,0.0
  103. mean-reversion-eq_days30,2022-03,14529.923238690752,14529.923238690752,0.0
  104. mean-reversion-eq_days30,2022-04,14529.923238690752,14529.923238690752,0.0
  105. mean-reversion-eq_days30,2022-05,14529.923238690752,14529.923238690752,0.0
  106. mean-reversion-eq_days30,2022-06,14529.923238690752,14529.923238690752,0.0
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  108. mean-reversion-eq_days30,2022-08,14529.923238690752,15783.701886701047,0.08628941993800021
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  154. portfolio-50-50,2020-02,10000.0,10000.0,0.0
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