+5,967.0%
CF vs DAR
+1,710.8%
+4,256.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.4% | -2.9% |
| 7D | +6.0% | +1.4% | +4.7% | +5.5% |
| 30D | +14.8% | +12.8% | +2.1% | +9.2% |
| 3M | +14.1% | +7.4% | +6.7% | +10.5% |
| 6M | +28.5% | +22.3% | +6.3% | +18.6% |
| YTD | +74.9% | +81.1% | -6.1% | +38.1% |
| 1Y | +61.7% | +106.5% | -44.8% | +19.7% |
| 3Y | +80.3% | +5.3% | +75.0% | +63.7% |
| 5Y | +226.0% | -11.5% | +237.5% | +204.0% |
| 10Y | +569.9% | +353.3% | +216.5% | +199.6% |
| All | +5,967.0% | +1,710.8% | +4,256.1% | +1,536.8% |
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