+3.0%
CRM vs DAL
+164.8%
-161.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +0.8% |
| 7D | -2.2% | +1.4% | -3.6% | -2.5% |
| 30D | -8.6% | +9.1% | -17.7% | -10.3% |
| 3M | +12.7% | -3.5% | +16.2% | +13.2% |
| 6M | +27.6% | +23.4% | +4.2% | +20.4% |
| YTD | -17.3% | +26.0% | -43.4% | -22.9% |
| 1Y | -10.8% | +44.6% | -55.4% | -20.1% |
| All | +3.0% | +164.8% | -161.8% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling