+237.6%
CFG vs DAR
+268.8%
-31.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -0.9% | -9.9% | +9.0% | +3.8% |
| 30D | +1.1% | -16.4% | +17.4% | +9.1% |
| 3M | -12.0% | -17.1% | +5.1% | -5.3% |
| 6M | -2.2% | -20.5% | +18.2% | +6.2% |
| YTD | +11.4% | +39.4% | -28.0% | -8.2% |
| 1Y | +27.8% | +57.2% | -29.4% | -1.1% |
| 3Y | +173.3% | +13.9% | +159.4% | +128.9% |
| 5Y | +62.4% | -40.8% | +103.2% | +83.3% |
| All | +237.6% | +268.8% | -31.2% | +22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling