+35.8%
CMI vs DAR
+111.8%
-76.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | +0.8% | +0.9% | -0.1% | +0.7% |
| 30D | -12.8% | +6.4% | -19.2% | -13.6% |
| 3M | -12.4% | +13.2% | -25.7% | -14.3% |
| 6M | -0.9% | +26.2% | -27.1% | -5.5% |
| YTD | +8.9% | +84.4% | -75.5% | -2.2% |
| All | +35.8% | +111.8% | -76.1% | +19.4% |
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 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