-4.5%
CRS vs DAR
+63.3%
-67.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.2% |
| 7D | +4.3% | -5.7% | +10.0% | +5.2% |
| 30D | -25.5% | -16.6% | -8.9% | -23.8% |
| 3M | -48.7% | -13.1% | -35.7% | -47.5% |
| 6M | -31.6% | -18.8% | -12.9% | -29.1% |
| YTD | -7.0% | +45.3% | -52.3% | -18.8% |
| 1Y | -4.5% | +60.6% | -65.1% | -19.4% |
| All | -4.5% | +63.3% | -67.8% | -19.4% |
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