+24.6%
CLF vs DAR
+57.1%
-32.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.2% |
| 7D | -9.1% | -3.8% | -5.2% | -8.6% |
| 30D | -0.9% | -14.4% | +13.5% | +0.5% |
| 3M | +3.0% | -17.9% | +20.9% | +4.6% |
| 6M | +16.7% | -18.3% | +35.0% | +18.0% |
| YTD | -3.2% | +43.2% | -46.4% | -27.5% |
| 1Y | +24.6% | +57.7% | -33.1% | -10.0% |
| All | +24.6% | +57.1% | -32.5% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling