+33.3%
CP vs DAR
+60.0%
-26.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.6% | +1.8% |
| 7D | +2.8% | -2.8% | +5.5% | +2.8% |
| 30D | +11.3% | -12.8% | +24.2% | +11.8% |
| 3M | +2.9% | -11.6% | +14.4% | +3.0% |
| 6M | +9.8% | -16.8% | +26.5% | +10.6% |
| YTD | +28.5% | +45.9% | -17.4% | +13.5% |
| All | +33.3% | +60.0% | -26.7% | +15.7% |
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