+350.2%
CG vs DAR
+294.1%
+56.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.3% |
| 7D | -4.3% | +1.4% | -5.7% | -4.9% |
| 30D | -5.1% | +12.8% | -17.9% | -9.6% |
| 3M | +8.7% | +7.4% | +1.3% | +4.9% |
| 6M | -9.2% | +22.3% | -31.5% | -17.1% |
| YTD | -18.9% | +81.1% | -99.9% | -36.2% |
| 1Y | -25.6% | +106.5% | -132.1% | -45.0% |
| 3Y | +57.3% | +5.3% | +52.0% | +44.0% |
| 5Y | +10.2% | -11.5% | +21.7% | +5.1% |
| 10Y | +364.2% | +353.3% | +10.9% | +126.5% |
| All | +350.2% | +294.1% | +56.0% | +115.0% |
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