+280.5%
CG vs DAR
+203.4%
+77.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.3% |
| 7D | -1.2% | -9.9% | +8.7% | +2.5% |
| 30D | +5.0% | -16.4% | +21.4% | +11.4% |
| 3M | -18.2% | -17.1% | -1.1% | -13.5% |
| 6M | -20.7% | -20.5% | -0.2% | -15.4% |
| YTD | -31.4% | +39.4% | -70.8% | -41.1% |
| 1Y | -22.3% | +57.2% | -79.5% | -36.4% |
| 3Y | +50.2% | +13.9% | +36.3% | +32.0% |
| 5Y | -22.1% | -40.8% | +18.8% | -14.5% |
| 10Y | +295.5% | +276.2% | +19.3% | +106.0% |
| All | +280.5% | +203.4% | +77.0% | +98.3% |
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