-10.0%
CRM vs DAL
+57.1%
-67.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.2% | -4.9% | +2.2% |
| 7D | -6.2% | +11.1% | -17.3% | -6.1% |
| 30D | -1.2% | +7.7% | -8.9% | -1.2% |
| 3M | +19.1% | -3.5% | +22.7% | +19.6% |
| 6M | +23.0% | +31.3% | -8.3% | +21.5% |
| YTD | -13.7% | +30.0% | -43.6% | -13.4% |
| 1Y | -10.0% | +62.1% | -72.1% | -13.9% |
| All | -10.0% | +57.1% | -67.1% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 1y: compounded portfolio wealth divided by compounded DAL 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…
1y analysis · Full analysis span regression · 6 months rolling