+368.9%
CRL vs DAR
+288.2%
+80.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.7% | 0.0% | +3.3% |
| 7D | +4.4% | -2.8% | +7.1% | +5.3% |
| 30D | +17.1% | -12.8% | +29.9% | +21.9% |
| 3M | +32.1% | -11.6% | +43.7% | +36.1% |
| 6M | +98.9% | -16.8% | +115.7% | +107.4% |
| YTD | +77.1% | +45.9% | +31.2% | +52.9% |
| 1Y | +110.3% | +61.5% | +48.8% | +75.2% |
| 3Y | +108.5% | +23.0% | +85.5% | +81.2% |
| 5Y | -7.9% | -35.8% | +28.0% | -3.6% |
| 10Y | +368.9% | +280.4% | +88.6% | +143.9% |
| All | +368.9% | +288.2% | +80.7% | +143.9% |
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