+326.8%
CFG vs DAR
+180.3%
+146.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | +0.7% | -3.8% | +4.5% | +2.3% |
| 30D | +2.8% | -14.4% | +17.2% | +9.3% |
| 3M | -10.1% | -17.9% | +7.8% | -3.2% |
| 6M | +3.2% | -18.3% | +21.5% | +10.2% |
| YTD | +14.2% | +43.2% | -29.1% | -5.3% |
| 1Y | +27.4% | +57.7% | -30.3% | +0.8% |
| 3Y | +187.6% | +22.7% | +164.9% | +137.1% |
| 5Y | +65.7% | -34.0% | +99.7% | +74.7% |
| 10Y | +219.7% | +279.5% | -59.8% | +47.0% |
| All | +326.8% | +180.3% | +146.5% | +100.9% |
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