+257.6%
CP vs DAR
+288.2%
-30.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.6% | +0.9% |
| 7D | +2.8% | -2.8% | +5.5% | +3.4% |
| 30D | +11.3% | -12.8% | +24.2% | +14.9% |
| 3M | +2.9% | -11.6% | +14.4% | +5.4% |
| 6M | +9.8% | -16.8% | +26.5% | +13.7% |
| YTD | +28.5% | +45.9% | -17.4% | +14.4% |
| 1Y | +33.5% | +61.5% | -28.0% | +15.4% |
| 3Y | +31.9% | +23.0% | +9.0% | +17.5% |
| 5Y | +25.5% | -35.8% | +61.3% | +30.7% |
| 10Y | +257.6% | +280.4% | -22.8% | +105.3% |
| All | +257.6% | +288.2% | -30.7% | +105.3% |
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