+503.2%
CMI vs DAR
+366.1%
+137.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.8% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -12.4% | +2.6% | -15.0% | -13.3% |
| 3M | -14.8% | +14.2% | -29.0% | -18.6% |
| 6M | +0.8% | +17.2% | -16.4% | -4.8% |
| YTD | +10.2% | +80.9% | -70.7% | -8.7% |
| 1Y | +37.4% | +104.0% | -66.5% | +8.9% |
| 3Y | +153.3% | +3.6% | +149.7% | +138.2% |
| 5Y | +167.6% | -7.8% | +175.4% | +150.7% |
| All | +503.2% | +366.1% | +137.1% | +196.4% |
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