-97.9%
CAPR vs DAR
+1,025.9%
-1,123.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.4% |
| 7D | -2.0% | +1.4% | -3.3% | -2.2% |
| 30D | +139.2% | +12.8% | +126.4% | +134.0% |
| 3M | -66.4% | +7.4% | -73.7% | -66.7% |
| 6M | -63.1% | +22.3% | -85.4% | -64.3% |
| YTD | -67.4% | +81.1% | -148.5% | -70.6% |
| 1Y | +58.2% | +106.5% | -48.2% | +38.8% |
| 3Y | +42.2% | +5.3% | +36.9% | +37.9% |
| 5Y | +87.3% | -11.5% | +98.8% | +83.5% |
| 10Y | -75.3% | +353.3% | -428.6% | -81.3% |
| All | -97.9% | +1,025.9% | -1,123.8% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling