+244.3%
CRL vs DAR
+367.0%
-122.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -3.6% |
| 7D | -0.6% | -0.9% | +0.3% | -0.4% |
| 30D | +5.0% | +13.0% | -8.0% | +0.7% |
| 3M | +50.6% | +15.0% | +35.6% | +42.8% |
| 6M | +60.9% | +26.8% | +34.1% | +47.0% |
| YTD | +40.7% | +86.4% | -45.7% | +13.1% |
| 1Y | +73.3% | +115.1% | -41.8% | +31.9% |
| 3Y | +40.6% | +14.6% | +25.9% | +26.1% |
| 5Y | -37.0% | -8.8% | -28.2% | -41.1% |
| 10Y | +244.3% | +356.5% | -112.3% | +65.6% |
| All | +244.3% | +367.0% | -122.7% | +65.6% |
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