+237.0%
CFG vs DAR
+288.2%
-51.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.7% | +0.8% |
| 7D | +0.3% | -2.8% | +3.0% | +1.5% |
| 30D | +3.2% | -12.8% | +16.1% | +9.4% |
| 3M | -9.7% | -11.6% | +1.9% | -5.6% |
| 6M | +3.6% | -16.8% | +20.4% | +10.3% |
| YTD | +14.7% | +45.9% | -31.2% | -7.4% |
| 1Y | +29.6% | +61.5% | -31.9% | -0.9% |
| 3Y | +190.6% | +23.0% | +167.6% | +134.3% |
| 5Y | +67.1% | -35.8% | +102.9% | +80.7% |
| 10Y | +237.0% | +280.4% | -43.4% | +19.8% |
| All | +237.0% | +288.2% | -51.2% | +19.8% |
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 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