+11,562.0%
CMI vs DAR
+1,817.4%
+9,744.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.1% |
| 7D | +1.9% | -0.9% | +2.8% | +2.0% |
| 30D | -12.5% | +13.0% | -25.5% | -13.6% |
| 3M | -16.2% | +15.0% | -31.2% | -17.5% |
| 6M | +4.9% | +26.8% | -22.0% | +2.2% |
| YTD | +11.1% | +86.4% | -75.3% | +4.5% |
| 1Y | +43.4% | +115.1% | -71.7% | +32.8% |
| 3Y | +154.1% | +14.6% | +139.4% | +146.6% |
| 5Y | +169.5% | -8.8% | +178.3% | +165.1% |
| 10Y | +503.8% | +356.5% | +147.3% | +414.4% |
| All | +11,562.0% | +1,817.4% | +9,744.5% | +9,675.1% |
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 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