+49.6%
CF vs DAR
+54.9%
-5.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.2% |
| 7D | -3.2% | -9.9% | +6.8% | +2.3% |
| 30D | +4.3% | -16.4% | +20.7% | +14.3% |
| 3M | +2.8% | -17.1% | +19.9% | +12.6% |
| 6M | +0.6% | -20.5% | +21.1% | +13.0% |
| YTD | +56.6% | +39.4% | +17.2% | +38.6% |
| 1Y | +49.6% | +57.2% | -7.6% | +27.0% |
| All | +49.6% | +54.9% | -5.3% | +27.0% |
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