+205.1%
CRM vs DAL
+108.0%
+97.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | +2.0% | -1.1% | +3.1% | +2.1% |
| 30D | -7.7% | +12.8% | -20.5% | -10.5% |
| 3M | +8.4% | -5.3% | +13.6% | +9.2% |
| 6M | +31.9% | +22.4% | +9.6% | +24.1% |
| YTD | -17.2% | +25.6% | -42.8% | -23.3% |
| 1Y | -8.6% | +45.5% | -54.1% | -18.7% |
| 3Y | +3.1% | +161.0% | -157.8% | -23.5% |
| 5Y | -27.6% | +112.2% | -139.8% | -44.8% |
| All | +205.1% | +108.0% | +97.1% | +132.1% |
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