+5,309.6%
CI vs DAR
+1,762.6%
+3,547.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.2% |
| 7D | +1.3% | +1.4% | 0.0% | +1.2% |
| 30D | +4.4% | +12.8% | -8.3% | +3.4% |
| 3M | +0.7% | +7.4% | -6.7% | -0.1% |
| 6M | +0.3% | +22.3% | -21.9% | -1.5% |
| YTD | +3.8% | +81.1% | -77.3% | -1.2% |
| 1Y | -5.5% | +106.5% | -112.0% | -11.0% |
| 3Y | +8.1% | +5.3% | +2.8% | +5.9% |
| 5Y | +42.8% | -11.5% | +54.3% | +40.5% |
| 10Y | +143.9% | +353.3% | -209.5% | +111.8% |
| All | +5,309.6% | +1,762.6% | +3,547.1% | +4,456.6% |
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 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