+238.9%
CRM vs DAR
+366.1%
-127.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.4% |
| 7D | -4.4% | -0.1% | -4.3% | -4.5% |
| 30D | +28.1% | +2.6% | +25.5% | +26.9% |
| 3M | +48.8% | +14.2% | +34.6% | +42.9% |
| 6M | +28.3% | +17.2% | +11.1% | +22.0% |
| YTD | -6.0% | +80.9% | -86.9% | -20.4% |
| 1Y | +1.4% | +104.0% | -102.5% | -17.6% |
| 3Y | +11.8% | +3.6% | +8.2% | +6.2% |
| 5Y | -2.0% | -7.8% | +5.8% | -6.0% |
| All | +238.9% | +366.1% | -127.2% | +78.3% |
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