+11.7%
CMI vs DAR
+63.3%
-51.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.5% | -3.3% | -5.4% |
| 7D | -11.2% | -5.7% | -5.5% | -10.4% |
| 30D | -9.8% | -16.6% | +6.7% | -7.4% |
| 3M | -25.5% | -13.1% | -12.5% | -24.1% |
| 6M | -27.7% | -18.8% | -8.9% | -25.4% |
| YTD | -6.6% | +45.3% | -51.9% | -14.7% |
| 1Y | +11.7% | +60.6% | -49.0% | +1.5% |
| All | +11.7% | +63.3% | -51.6% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling