+258.4%
CLF vs DAR
+1,348.6%
-1,090.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.1% | -9.2% | -11.7% |
| 7D | -21.0% | -8.1% | -12.9% | -19.7% |
| 30D | -8.0% | -17.1% | +9.1% | -5.0% |
| 3M | -10.9% | -12.3% | +1.4% | -9.1% |
| 6M | +5.8% | -21.8% | +27.6% | +9.8% |
| YTD | -15.1% | +40.8% | -56.0% | -20.7% |
| 1Y | +7.2% | +57.4% | -50.1% | -1.7% |
| 3Y | -34.2% | +12.1% | -46.3% | -36.6% |
| 5Y | -49.6% | -40.2% | -9.4% | -46.1% |
| 10Y | +109.9% | +280.1% | -170.2% | +74.6% |
| All | +258.4% | +1,348.6% | -1,090.2% | +210.2% |
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 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