+87.5%
CLF vs DAR
+290.1%
-202.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | -0.8% |
| 7D | +2.3% | +3.6% | -1.3% | +0.4% |
| 30D | +1.9% | -11.3% | +13.2% | +9.3% |
| 3M | +5.9% | -13.1% | +19.0% | +13.6% |
| 6M | +16.9% | -15.1% | +32.0% | +25.5% |
| YTD | -1.1% | +50.5% | -51.6% | -26.6% |
| 1Y | +28.8% | +57.9% | -29.1% | -7.6% |
| 3Y | -20.6% | +28.9% | -49.5% | -40.5% |
| 5Y | -41.5% | -31.4% | -10.1% | -35.6% |
| 10Y | +87.5% | +301.0% | -213.5% | -37.1% |
| All | +87.5% | +290.1% | -202.5% | -37.1% |
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