+104.2%
CB vs DAR
-36.3%
+140.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.7% |
| 7D | +0.7% | -3.8% | +4.5% | +1.1% |
| 30D | +8.2% | -14.4% | +22.6% | +9.9% |
| 3M | +6.3% | -17.9% | +24.2% | +8.3% |
| 6M | +16.2% | -18.3% | +34.5% | +18.3% |
| YTD | +19.3% | +43.2% | -23.9% | +13.4% |
| 1Y | +29.2% | +57.7% | -28.5% | +21.2% |
| 3Y | +71.4% | +22.7% | +48.7% | +62.1% |
| 5Y | +104.2% | -34.0% | +138.3% | +127.4% |
| All | +104.2% | -36.3% | +140.6% | +127.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling