+43.6%
DAR vs CAI
-11.3%
+54.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.3% | +2.2% |
| 7D | +9.2% | -8.0% | +17.1% | +9.4% |
| 30D | -12.3% | -18.9% | +6.6% | -11.7% |
| 3M | -12.7% | +7.6% | -20.4% | -12.8% |
| 6M | -12.8% | +43.0% | -55.7% | -13.8% |
| YTD | +53.8% | -11.2% | +65.0% | +55.2% |
| 1Y | +60.3% | -3.3% | +63.5% | +60.0% |
| All | +43.6% | -11.3% | +54.9% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling