+297.5%
CLF vs DAR
+1,762.6%
-1,465.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +1.9% |
| 7D | +7.6% | +1.4% | +6.2% | +7.3% |
| 30D | -1.2% | +12.8% | -14.0% | -3.5% |
| 3M | -13.4% | +7.4% | -20.7% | -14.8% |
| 6M | +15.4% | +22.3% | -6.8% | +10.7% |
| YTD | -5.9% | +81.1% | -87.0% | -15.7% |
| 1Y | +18.8% | +106.5% | -87.7% | +3.9% |
| 3Y | -19.4% | +5.3% | -24.7% | -21.8% |
| 5Y | -47.7% | -11.5% | -36.2% | -47.6% |
| 10Y | +130.4% | +353.3% | -223.0% | +85.5% |
| All | +297.5% | +1,762.6% | -1,465.1% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling