+330.5%
CFG vs DAR
+194.5%
+136.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | -1.2% |
| 7D | -0.8% | +3.6% | -4.4% | -2.3% |
| 30D | +3.1% | -11.3% | +14.4% | +8.0% |
| 3M | -9.7% | -13.1% | +3.4% | -5.2% |
| 6M | +6.7% | -15.1% | +21.8% | +12.1% |
| YTD | +15.2% | +50.5% | -35.3% | -6.5% |
| 1Y | +28.8% | +57.9% | -29.1% | +2.0% |
| 3Y | +190.1% | +28.9% | +161.1% | +134.2% |
| 5Y | +63.4% | -31.4% | +94.8% | +69.6% |
| 10Y | +219.8% | +301.0% | -81.3% | +43.7% |
| All | +330.5% | +194.5% | +136.0% | +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