+4,981.1%
CF vs DAR
+1,352.8%
+3,628.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -3.4% |
| 7D | -6.9% | -5.7% | -1.2% | -4.6% |
| 30D | -3.7% | -16.6% | +12.8% | +3.3% |
| 3M | -5.0% | -13.1% | +8.1% | +0.1% |
| 6M | -10.5% | -18.8% | +8.3% | -3.2% |
| YTD | +46.5% | +45.3% | +1.2% | +26.1% |
| 1Y | +34.8% | +60.6% | -25.8% | +11.2% |
| 3Y | +46.7% | +15.7% | +31.0% | +28.1% |
| 5Y | +112.0% | -37.6% | +149.6% | +128.0% |
| 10Y | +529.7% | +292.1% | +237.6% | +197.9% |
| All | +4,981.1% | +1,352.8% | +3,628.3% | +1,394.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling