+103.4%
CRL vs DAR
-14.7%
+118.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -0.6% |
| 7D | +5.0% | +3.6% | +1.4% | +5.2% |
| 30D | +13.5% | -11.3% | +24.8% | +10.8% |
| 3M | +21.5% | -13.1% | +34.6% | +18.4% |
| 6M | +103.4% | -15.1% | +118.5% | +100.0% |
| All | +103.4% | -14.7% | +118.1% | +100.0% |
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