Returns CSV Report

Behind the result

About this Tool

Read period-return CSVs locally, compare an optional aligned benchmark, and explore a return and risk report without uploading your data.

How it works

Compounds period returns from an initial wealth index of 100. Annualization uses the selected observations per year; volatility uses sample deviation, and Sharpe uses compounded period risk-free returns. Missing periods are not filled.

A practical way to use it

Compare synthetic monthly portfolio and benchmark returns with matching dates, then inspect the largest drawdown.

Use results as a practical aid, and verify important decisions against your own source data and qualified guidance.