+1,449.1%
CRL vs DAR
+4,117.9%
-2,668.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.7% |
| 7D | +8.9% | +9.2% | -0.3% | +8.1% |
| 30D | +14.0% | -12.3% | +26.2% | +15.1% |
| 3M | +19.8% | -12.7% | +32.6% | +20.9% |
| 6M | +102.0% | -12.8% | +114.8% | +103.6% |
| YTD | +70.8% | +53.8% | +17.1% | +64.4% |
| 1Y | +98.7% | +60.3% | +38.4% | +90.5% |
| 3Y | +98.2% | +31.7% | +66.4% | +91.4% |
| 5Y | -11.7% | -27.7% | +16.1% | -11.4% |
| 10Y | +356.7% | +309.8% | +46.9% | +310.6% |
| All | +1,449.1% | +4,117.9% | -2,668.8% | +1,134.5% |
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