+84.1%
CL vs DAR
+290.1%
-206.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -0.5% |
| 7D | -0.8% | +3.6% | -4.4% | -1.1% |
| 30D | +9.5% | -11.3% | +20.8% | +10.4% |
| 3M | +6.8% | -13.1% | +19.9% | +7.7% |
| 6M | +14.3% | -15.1% | +29.4% | +15.4% |
| YTD | +27.0% | +50.5% | -23.5% | +21.7% |
| 1Y | +26.3% | +57.9% | -31.6% | +20.4% |
| 3Y | +39.3% | +28.9% | +10.3% | +33.0% |
| 5Y | +41.5% | -31.4% | +73.0% | +42.9% |
| 10Y | +84.1% | +301.0% | -216.9% | +31.8% |
| All | +84.1% | +290.1% | -206.0% | +31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling