+838.1%
CLS vs DAR
+33.7%
+804.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.6% |
| 7D | +16.3% | +11.6% | +4.7% | +13.7% |
| 30D | -25.7% | -10.2% | -15.4% | -24.1% |
| 3M | -30.9% | -14.8% | -16.0% | -29.0% |
| 6M | -35.5% | -10.1% | -25.4% | -34.6% |
| YTD | -18.7% | +55.5% | -74.2% | -26.9% |
| 1Y | -17.9% | +61.7% | -79.6% | -26.9% |
| 3Y | +838.1% | +37.2% | +800.9% | +710.5% |
| All | +838.1% | +33.7% | +804.4% | +710.5% |
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