+104.0%
DAR vs CAI
-26.7%
+130.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -1.9% |
| 7D | -0.1% | -2.9% | +2.8% | -0.1% |
| 30D | +2.6% | +9.3% | -6.7% | +2.6% |
| 3M | +14.2% | +35.2% | -21.0% | +13.5% |
| 6M | +17.2% | +30.7% | -13.5% | +16.0% |
| YTD | +80.9% | -9.8% | +90.6% | +82.3% |
| 1Y | +104.0% | -28.9% | +132.8% | +110.7% |
| All | +104.0% | -26.7% | +130.7% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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