+107.8%
CB vs DAR
-27.0%
+134.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +1.0% |
| 7D | +2.9% | +11.6% | -8.6% | +1.7% |
| 30D | +7.3% | -10.2% | +17.6% | +8.5% |
| 3M | +9.4% | -14.8% | +24.2% | +11.1% |
| 6M | +19.6% | -10.1% | +29.7% | +20.5% |
| YTD | +21.5% | +55.5% | -34.0% | +14.4% |
| 1Y | +28.0% | +61.7% | -33.7% | +19.9% |
| 3Y | +74.9% | +37.2% | +37.7% | +62.9% |
| All | +107.8% | -27.0% | +134.8% | +129.7% |
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