+29.9%
CFG vs DAR
+61.9%
-32.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.6% |
| 7D | +3.2% | +11.6% | -8.4% | +2.5% |
| 30D | +5.1% | -10.2% | +15.4% | +5.5% |
| 3M | -11.2% | -14.8% | +3.6% | -10.8% |
| 6M | +9.6% | -10.1% | +19.6% | +10.3% |
| YTD | +15.0% | +55.5% | -40.6% | +3.8% |
| 1Y | +29.9% | +61.7% | -31.8% | +16.7% |
| All | +29.9% | +61.9% | -32.0% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling