+121.0%
CMI vs DAR
+33.7%
+87.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +0.5% | +11.6% | -11.1% | -1.8% |
| 30D | -14.0% | -10.2% | -3.8% | -12.3% |
| 3M | -28.1% | -14.8% | -13.3% | -26.1% |
| 6M | -35.8% | -10.1% | -25.8% | -34.9% |
| YTD | -10.5% | +55.5% | -66.0% | -19.3% |
| 1Y | -1.9% | +61.7% | -63.5% | -12.3% |
| 3Y | +121.0% | +37.2% | +83.8% | +100.1% |
| All | +121.0% | +33.7% | +87.3% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling