+150.3%
CI vs DAR
+269.9%
-119.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +3.0% |
| 7D | +2.6% | -3.8% | +6.4% | +3.5% |
| 30D | +7.3% | -14.4% | +21.8% | +11.0% |
| 3M | +9.5% | -17.9% | +27.4% | +13.9% |
| 6M | +6.4% | -18.3% | +24.7% | +10.3% |
| YTD | +12.0% | +43.2% | -31.2% | +0.8% |
| 1Y | +20.1% | +57.7% | -37.6% | +5.4% |
| 3Y | +9.6% | +22.7% | -13.2% | -2.3% |
| 5Y | +52.7% | -34.0% | +86.7% | +56.6% |
| 10Y | +150.3% | +279.5% | -129.2% | +30.5% |
| All | +150.3% | +269.9% | -119.7% | +30.5% |
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