+2,737.1%
CL vs DAR
+1,348.6%
+1,388.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | 0.0% |
| 7D | +5.9% | -8.1% | +14.0% | +6.2% |
| 30D | +13.8% | -17.1% | +30.9% | +14.4% |
| 3M | +6.4% | -12.3% | +18.7% | +6.8% |
| 6M | +15.6% | -21.8% | +37.4% | +16.4% |
| YTD | +27.9% | +40.8% | -12.9% | +26.2% |
| 1Y | +31.4% | +57.4% | -26.0% | +29.1% |
| 3Y | +41.4% | +12.1% | +29.3% | +39.7% |
| 5Y | +42.8% | -40.2% | +83.0% | +43.3% |
| 10Y | +79.7% | +280.1% | -200.4% | +68.6% |
| All | +2,737.1% | +1,348.6% | +1,388.5% | +2,237.2% |
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