-4.7%
CRM vs DAL
+105.9%
-110.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -5.0% | +0.8% | -5.8% | -5.2% |
| 30D | +23.6% | -11.7% | +35.3% | +28.0% |
| 3M | +39.6% | -2.7% | +42.3% | +39.7% |
| 6M | +23.4% | +30.7% | -7.2% | +11.1% |
| YTD | -7.4% | +14.4% | -21.7% | -13.2% |
| 1Y | -2.3% | +31.2% | -33.5% | -13.3% |
| 3Y | +10.5% | +99.4% | -88.9% | -20.7% |
| 5Y | -4.7% | +98.6% | -103.3% | -36.7% |
| All | -4.7% | +105.9% | -110.7% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling