+1,751.5%
CLS vs DAR
+288.2%
+1,463.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.7% | +3.2% | +6.1% |
| 7D | -10.6% | -2.8% | -7.8% | -9.4% |
| 30D | -38.4% | -12.8% | -25.6% | -35.0% |
| 3M | -29.9% | -11.6% | -18.3% | -27.0% |
| 6M | -40.6% | -16.8% | -23.9% | -37.0% |
| YTD | -24.6% | +45.9% | -70.5% | -36.5% |
| 1Y | -30.8% | +61.5% | -92.3% | -44.1% |
| 3Y | +811.7% | +23.0% | +788.8% | +664.7% |
| 5Y | +1,838.4% | -35.8% | +1,874.3% | +1,980.3% |
| 10Y | +1,751.5% | +280.4% | +1,471.1% | +711.9% |
| All | +1,751.5% | +288.2% | +1,463.2% | +711.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling