-22.3%
CLF vs DAR
+20.8%
-43.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.6% |
| 7D | -9.1% | -3.8% | -5.2% | -7.5% |
| 30D | -0.9% | -14.4% | +13.5% | +4.9% |
| 3M | +3.0% | -17.9% | +20.9% | +10.0% |
| 6M | +16.7% | -18.3% | +35.0% | +23.9% |
| YTD | -3.2% | +43.2% | -46.4% | -20.8% |
| 1Y | +24.6% | +57.7% | -33.1% | -2.6% |
| 3Y | -22.3% | +22.7% | -45.0% | -36.2% |
| All | -22.3% | +20.8% | -43.1% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling