+362.4%
CFG vs DAR
+254.3%
+108.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +1.5% | +1.4% | +0.2% | +0.9% |
| 30D | -3.8% | +12.8% | -16.6% | -9.1% |
| 3M | +11.5% | +7.4% | +4.1% | +6.9% |
| 6M | +19.2% | +22.3% | -3.1% | +7.2% |
| YTD | +23.7% | +81.1% | -57.4% | -6.5% |
| 1Y | +38.8% | +106.5% | -67.6% | -2.4% |
| 3Y | +178.9% | +5.3% | +173.6% | +152.1% |
| 5Y | +101.8% | -11.5% | +113.3% | +87.3% |
| 10Y | +317.3% | +353.3% | -36.1% | +77.0% |
| All | +362.4% | +254.3% | +108.1% | +98.4% |
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