+312.1%
CG vs DAR
+375.1%
-62.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.7% |
| 7D | -9.8% | +0.9% | -10.7% | -10.2% |
| 30D | -10.3% | +6.4% | -16.7% | -12.8% |
| 3M | -1.7% | +13.2% | -14.9% | -7.2% |
| 6M | -9.8% | +26.2% | -36.0% | -19.0% |
| YTD | -25.6% | +84.4% | -110.0% | -42.7% |
| 1Y | -32.5% | +112.0% | -144.6% | -51.4% |
| 3Y | +45.6% | +13.4% | +32.3% | +29.1% |
| 5Y | +3.7% | -6.0% | +9.7% | -3.5% |
| All | +312.1% | +375.1% | -62.9% | +89.6% |
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