+5,996.5%
CRS vs DAR
+1,762.6%
+4,234.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.5% | +1.8% |
| 7D | -0.2% | +1.4% | -1.6% | -0.4% |
| 30D | -16.6% | +12.8% | -29.4% | -18.1% |
| 3M | -3.5% | +7.4% | -10.8% | -4.7% |
| 6M | +15.4% | +22.3% | -6.8% | +11.9% |
| YTD | +51.2% | +81.1% | -29.9% | +38.9% |
| 1Y | +98.3% | +106.5% | -8.2% | +79.1% |
| 3Y | +651.5% | +5.3% | +646.2% | +630.0% |
| 5Y | +1,411.1% | -11.5% | +1,422.7% | +1,397.4% |
| 10Y | +1,424.3% | +353.3% | +1,071.0% | +1,184.8% |
| All | +5,996.5% | +1,762.6% | +4,234.0% | +4,988.4% |
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 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