+5,676.4%
CRM vs DAR
+1,579.4%
+4,097.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | +23.6% | +7.4% | +16.2% | +20.6% |
| 3M | +39.6% | +15.7% | +23.9% | +32.7% |
| 6M | +23.4% | +30.0% | -6.6% | +12.9% |
| YTD | -7.4% | +87.5% | -94.9% | -24.3% |
| 1Y | -2.3% | +113.4% | -115.7% | -24.0% |
| 3Y | +10.5% | +15.3% | -4.8% | -1.4% |
| 5Y | -4.7% | -4.3% | -0.4% | -12.3% |
| 10Y | +234.7% | +380.2% | -145.4% | +69.6% |
| All | +5,676.4% | +1,579.4% | +4,097.0% | +1,675.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling