+112.0%
CF vs DAR
-41.1%
+153.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -3.2% | -9.9% | +6.8% | -0.1% |
| 30D | +4.3% | -16.4% | +20.7% | +9.9% |
| 3M | +2.8% | -17.1% | +19.9% | +8.5% |
| 6M | +0.6% | -20.5% | +21.1% | +7.4% |
| YTD | +56.6% | +39.4% | +17.2% | +43.7% |
| 1Y | +49.6% | +57.2% | -7.6% | +32.7% |
| 3Y | +61.5% | +13.9% | +47.6% | +50.2% |
| All | +112.0% | -41.1% | +153.1% | +145.5% |
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 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 · 6 months rolling