+123.7%
CLF vs DAR
+355.9%
-232.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +2.3% |
| 7D | +7.6% | +1.4% | +6.2% | +6.6% |
| 30D | -1.2% | +12.8% | -14.0% | -9.1% |
| 3M | -13.4% | +7.4% | -20.7% | -18.6% |
| 6M | +15.4% | +22.3% | -6.8% | -1.3% |
| YTD | -5.9% | +81.1% | -87.0% | -37.3% |
| 1Y | +18.8% | +106.5% | -87.7% | -27.9% |
| 3Y | -19.4% | +5.3% | -24.7% | -29.8% |
| 5Y | -47.7% | -11.5% | -36.2% | -51.0% |
| All | +123.7% | +355.9% | -232.1% | -31.9% |
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