+2,944.0%
CLS vs DAR
+367.0%
+2,577.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.9% | +2.7% | +4.5% |
| 7D | +12.8% | -0.9% | +13.6% | +13.0% |
| 30D | +3.8% | +13.0% | -9.1% | -1.4% |
| 3M | -14.6% | +15.0% | -29.6% | -20.0% |
| 6M | +32.2% | +26.8% | +5.4% | +18.8% |
| YTD | +11.6% | +86.4% | -74.8% | -14.3% |
| 1Y | +35.1% | +115.1% | -80.0% | -3.0% |
| 3Y | +1,312.5% | +14.6% | +1,297.9% | +1,143.0% |
| 5Y | +3,542.1% | -8.8% | +3,550.8% | +3,251.4% |
| 10Y | +2,944.0% | +356.5% | +2,587.5% | +1,138.1% |
| All | +2,944.0% | +367.0% | +2,577.0% | +1,138.1% |
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