+2,437.4%
CL vs DAR
+1,762.6%
+674.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -2.2% | +1.4% | -3.5% | -2.2% |
| 30D | -4.8% | +12.8% | -17.6% | -5.2% |
| 3M | +4.9% | +7.4% | -2.5% | +4.6% |
| 6M | -5.7% | +22.3% | -28.0% | -6.5% |
| YTD | +14.4% | +81.1% | -66.7% | +12.0% |
| 1Y | +8.7% | +106.5% | -97.7% | +5.9% |
| 3Y | +30.0% | +5.3% | +24.7% | +28.7% |
| 5Y | +28.4% | -11.5% | +39.9% | +27.2% |
| 10Y | +50.1% | +353.3% | -303.2% | +40.0% |
| All | +2,437.4% | +1,762.6% | +674.8% | +1,974.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling