+37.6%
CL vs DAR
+11.9%
+25.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | +1.3% | -9.9% | +11.3% | +1.2% |
| 30D | +11.4% | -16.4% | +27.7% | +11.2% |
| 3M | +4.4% | -17.1% | +21.5% | +4.2% |
| 6M | +10.8% | -20.5% | +31.3% | +10.6% |
| YTD | +25.1% | +39.4% | -14.3% | +23.6% |
| 1Y | +28.0% | +57.2% | -29.3% | +26.2% |
| 3Y | +37.6% | +13.9% | +23.8% | +36.8% |
| All | +37.6% | +11.9% | +25.8% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling