-35.8%
CRL vs DAR
-11.0%
-24.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -1.0% | +1.4% | -2.4% | -1.4% |
| 30D | +10.7% | +12.8% | -2.1% | +6.9% |
| 3M | +55.3% | +7.4% | +47.9% | +51.2% |
| 6M | +60.7% | +22.3% | +38.4% | +49.9% |
| YTD | +44.6% | +81.1% | -36.5% | +20.0% |
| 1Y | +77.7% | +106.5% | -28.7% | +40.8% |
| 3Y | +37.6% | +5.3% | +32.3% | +28.3% |
| All | -35.8% | -11.0% | -24.8% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling