-12.1%
CRL vs DAR
-27.0%
+14.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.1% |
| 7D | +0.1% | +11.6% | -11.4% | -2.7% |
| 30D | +11.9% | -10.2% | +22.2% | +14.9% |
| 3M | +20.2% | -14.8% | +35.0% | +24.5% |
| 6M | +107.5% | -10.1% | +117.6% | +110.6% |
| YTD | +69.4% | +55.5% | +13.9% | +45.2% |
| 1Y | +99.7% | +61.7% | +38.1% | +68.8% |
| 3Y | +98.8% | +37.2% | +61.6% | +68.0% |
| All | -12.1% | -27.0% | +14.9% | -10.6% |
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 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