+1,211.4%
CRL vs DAR
+4,866.9%
-3,655.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -1.0% | +1.4% | -2.4% | -1.1% |
| 30D | +10.7% | +12.8% | -2.1% | +9.5% |
| 3M | +55.3% | +7.4% | +47.9% | +54.1% |
| 6M | +60.7% | +22.3% | +38.4% | +57.6% |
| YTD | +44.6% | +81.1% | -36.5% | +37.5% |
| 1Y | +77.7% | +106.5% | -28.7% | +67.1% |
| 3Y | +37.6% | +5.3% | +32.3% | +35.0% |
| 5Y | -35.8% | -11.5% | -24.3% | -36.6% |
| 10Y | +241.7% | +353.3% | -111.6% | +204.5% |
| All | +1,211.4% | +4,866.9% | -3,655.5% | +932.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling