-33.1%
CRS vs DAR
-11.9%
-21.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.9% |
| 7D | +4.8% | +11.6% | -6.8% | +2.7% |
| 30D | -23.2% | -10.2% | -12.9% | -24.0% |
| 3M | -45.5% | -14.8% | -30.7% | -46.2% |
| 6M | -33.1% | -10.1% | -23.0% | -33.9% |
| All | -33.1% | -11.9% | -21.2% | -33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling