+102.0%
CRL vs DAR
-14.6%
+116.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.4% |
| 7D | +8.9% | +9.2% | -0.3% | +9.5% |
| 30D | +14.0% | -12.3% | +26.2% | +10.6% |
| 3M | +19.8% | -12.7% | +32.6% | +16.6% |
| 6M | +102.0% | -12.8% | +114.8% | +97.9% |
| All | +102.0% | -14.6% | +116.6% | +97.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling