+74.6%
CLF vs DAR
+311.7%
-237.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.9% |
| 7D | +10.4% | +11.6% | -1.2% | +3.4% |
| 30D | +0.6% | -10.2% | +10.8% | +7.0% |
| 3M | +4.1% | -14.8% | +18.9% | +13.1% |
| 6M | +15.1% | -10.1% | +25.2% | +19.3% |
| YTD | -4.7% | +55.5% | -60.3% | -30.8% |
| 1Y | +20.4% | +61.7% | -41.3% | -14.9% |
| 3Y | -23.4% | +37.2% | -60.5% | -44.8% |
| 5Y | -43.3% | -26.9% | -16.3% | -40.1% |
| All | +74.6% | +311.7% | -237.1% | -42.6% |
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