+80.1%
CLF vs DAR
+288.2%
-208.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.7% | +2.3% | +4.2% |
| 7D | -14.1% | -2.8% | -11.3% | -12.3% |
| 30D | -5.5% | -12.8% | +7.3% | +2.4% |
| 3M | 0.0% | -11.6% | +11.6% | +6.1% |
| 6M | +11.3% | -16.8% | +28.0% | +21.0% |
| YTD | -7.7% | +45.9% | -53.6% | -30.2% |
| 1Y | +17.5% | +61.5% | -43.9% | -16.9% |
| 3Y | -25.4% | +23.0% | -48.4% | -42.4% |
| 5Y | -46.0% | -35.8% | -10.1% | -37.8% |
| 10Y | +80.1% | +280.4% | -200.3% | -36.7% |
| All | +80.1% | +288.2% | -208.2% | -36.7% |
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