+3,231.7%
CLS vs DAR
+783.9%
+2,447.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +4.6% | +1.4% | +3.2% | +4.4% |
| 30D | -13.9% | +12.8% | -26.7% | -15.2% |
| 3M | -26.6% | +7.4% | -33.9% | -27.3% |
| 6M | +15.4% | +22.3% | -6.9% | +12.6% |
| YTD | +5.7% | +81.1% | -75.4% | -1.2% |
| 1Y | +41.1% | +106.5% | -65.4% | +29.9% |
| 3Y | +1,228.6% | +5.3% | +1,223.3% | +1,195.3% |
| 5Y | +3,240.6% | -11.5% | +3,252.2% | +3,194.0% |
| 10Y | +2,760.3% | +353.3% | +2,407.0% | +2,340.6% |
| All | +3,231.7% | +783.9% | +2,447.8% | +3,088.2% |
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