+250.9%
CP vs DAR
+268.8%
-17.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +2.8% | -9.9% | +12.7% | +5.4% |
| 30D | +10.2% | -16.4% | +26.6% | +14.9% |
| 3M | +2.4% | -17.1% | +19.4% | +6.5% |
| 6M | +7.7% | -20.5% | +28.1% | +12.8% |
| YTD | +26.0% | +39.4% | -13.4% | +13.4% |
| 1Y | +34.6% | +57.2% | -22.6% | +17.1% |
| 3Y | +26.7% | +13.9% | +12.8% | +15.2% |
| 5Y | +24.9% | -40.8% | +65.7% | +33.1% |
| All | +250.9% | +268.8% | -17.9% | +104.0% |
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