+467.4%
CF vs DAR
+271.3%
+196.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.3% |
| 7D | +4.8% | -3.8% | +8.6% | +6.2% |
| 30D | +9.7% | -14.4% | +24.1% | +16.5% |
| 3M | +1.2% | -17.9% | +19.2% | +9.1% |
| 6M | +7.4% | -18.3% | +25.7% | +15.7% |
| YTD | +60.5% | +43.2% | +17.3% | +38.8% |
| 1Y | +50.7% | +57.7% | -7.0% | +25.1% |
| 3Y | +64.8% | +22.7% | +42.1% | +40.3% |
| 5Y | +115.8% | -34.0% | +149.8% | +132.1% |
| All | +467.4% | +271.3% | +196.2% | +134.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling