+18.8%
CLF vs DAR
+60.0%
-41.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.7% | +2.3% | +6.2% |
| 7D | -14.1% | -2.8% | -11.3% | -13.8% |
| 30D | -5.5% | -12.8% | +7.3% | -4.4% |
| 3M | 0.0% | -11.6% | +11.6% | +0.3% |
| 6M | +11.3% | -16.8% | +28.0% | +12.2% |
| YTD | -7.7% | +45.9% | -53.6% | -31.1% |
| All | +18.8% | +60.0% | -41.2% | -14.4% |
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