Upload daily returns → get a full quantitative tearsheet: CAPM & Fama-French regressions, rolling statistics, and drawdown analysis. Fully client-side — your data never leaves the browser.
Drop your CSV here
or
Required columns: date, portfolio_return, and a benchmark return
column (SPY). Returns are daily simple returns as decimals
(e.g. 0.001 = 0.1%). Column names are matched case-insensitively and flexibly —
portfolio / portfolio_return both work, as do spy /
SPY / spy_return.
date,portfolio_return,spy 2023-01-03,0.0012,0.0008 2023-01-04,-0.0034,-0.0041 2023-01-05,0.0021,0.0017
Excess-return regression vs SPY — annualized alpha, market beta, R², t-stats.
Full factor regressions with per-factor loadings, significance stars, and p-values.
Rolling Sharpe and rolling factor betas over a window you choose.
Sharpe, Sortino, volatility, CAGR, max drawdown, and an underwater plot.
Factor data: Ken French Data Library (daily FF5 + RF), bundled static snapshot — current as of . All computation runs in your browser.
★ significant at the 5% level (p < 0.05). Alpha annualized arithmetically (× 252), matching CAPM/Fama-French convention.
★ significant at the 5% level (p < 0.05).