+30.9%
CL vs DAR
+6.3%
+24.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | -2.2% | +1.4% | -3.5% | -2.2% |
| 30D | -4.8% | +12.8% | -17.6% | -4.9% |
| 3M | +4.9% | +7.4% | -2.5% | +4.9% |
| 6M | -5.7% | +22.3% | -28.0% | -6.0% |
| YTD | +14.4% | +81.1% | -66.7% | +12.9% |
| 1Y | +8.7% | +106.5% | -97.7% | +7.0% |
| All | +30.9% | +6.3% | +24.5% | +35.9% |
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