+61.7%
CF vs DAR
+104.4%
-42.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.4% | -2.9% |
| 7D | +6.0% | +1.4% | +4.7% | +5.5% |
| 30D | +14.8% | +12.8% | +2.1% | +8.8% |
| 3M | +14.1% | +7.4% | +6.7% | +10.3% |
| 6M | +28.5% | +22.3% | +6.3% | +20.2% |
| YTD | +74.9% | +81.1% | -6.1% | +51.1% |
| 1Y | +61.7% | +106.5% | -44.8% | +38.5% |
| All | +61.7% | +104.4% | -42.7% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling