+26.8%
CP vs DAR
-29.6%
+56.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.5% |
| 7D | +0.9% | +9.2% | -8.3% | -0.7% |
| 30D | +10.3% | -12.3% | +22.6% | +12.8% |
| 3M | +2.3% | -12.7% | +15.0% | +4.4% |
| 6M | +10.7% | -12.8% | +23.5% | +12.7% |
| YTD | +29.3% | +53.8% | -24.5% | +16.9% |
| 1Y | +31.5% | +60.3% | -28.8% | +17.6% |
| 3Y | +36.7% | +31.7% | +5.0% | +23.5% |
| 5Y | +26.8% | -27.7% | +54.5% | +34.8% |
| All | +26.8% | -29.6% | +56.4% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling