-35.8%
CBRS vs DAR
+8.1%
-43.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.9% | -7.8% | -4.8% |
| 7D | +15.7% | -0.9% | +16.6% | +15.9% |
| 30D | -11.9% | +13.0% | -24.9% | -12.0% |
| 3M | -16.0% | +15.0% | -31.0% | -23.4% |
| All | -35.8% | +8.1% | -43.9% | -48.6% |
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 · Available span rolling