+1,434.2%
CRL vs DAR
+3,724.0%
-2,289.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.8% | +7.9% |
| 7D | -6.1% | -9.9% | +3.9% | -5.3% |
| 30D | +12.4% | -16.4% | +28.8% | +13.9% |
| 3M | +27.1% | -17.1% | +44.2% | +28.8% |
| 6M | +85.7% | -20.5% | +106.2% | +88.5% |
| YTD | +69.2% | +39.4% | +29.8% | +64.1% |
| 1Y | +97.5% | +57.2% | +40.3% | +89.6% |
| 3Y | +86.1% | +13.9% | +72.2% | +81.8% |
| 5Y | -10.0% | -40.8% | +30.8% | -8.5% |
| 10Y | +395.0% | +276.2% | +118.7% | +348.2% |
| All | +1,434.2% | +3,724.0% | -2,289.8% | +1,131.9% |
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 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