+73.0%
CF vs DAR
+6.3%
+66.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.4% | -3.0% |
| 7D | +6.0% | +1.4% | +4.7% | +5.7% |
| 30D | +14.8% | +12.8% | +2.1% | +11.4% |
| 3M | +14.1% | +7.4% | +6.7% | +11.9% |
| 6M | +28.5% | +22.3% | +6.3% | +23.0% |
| YTD | +74.9% | +81.1% | -6.1% | +55.3% |
| 1Y | +61.7% | +106.5% | -44.8% | +39.7% |
| All | +73.0% | +6.3% | +66.7% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling