+238.9%
CRM vs DAL
+141.7%
+97.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.4% |
| 7D | -4.4% | -0.3% | -4.1% | -4.4% |
| 30D | +28.1% | -11.1% | +39.3% | +31.6% |
| 3M | +48.8% | -2.1% | +50.9% | +48.9% |
| 6M | +28.3% | +35.8% | -7.6% | +17.1% |
| YTD | -6.0% | +16.0% | -22.1% | -11.0% |
| 1Y | +1.4% | +33.7% | -32.2% | -7.7% |
| 3Y | +11.8% | +102.3% | -90.4% | -11.4% |
| 5Y | -2.0% | +110.3% | -112.4% | -24.7% |
| All | +238.9% | +141.7% | +97.2% | +153.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling