+2,365.8%
CRM vs DAL
+329.9%
+2,035.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.4% |
| 7D | +1.3% | +0.1% | +1.1% | +1.2% |
| 30D | +34.3% | -13.9% | +48.3% | +38.9% |
| 3M | +37.7% | +1.1% | +36.6% | +36.5% |
| 6M | +34.9% | +26.2% | +8.7% | +25.8% |
| YTD | -1.6% | +16.4% | -18.1% | -6.8% |
| 1Y | +7.1% | +33.9% | -26.7% | -2.2% |
| 3Y | +19.0% | +93.4% | -74.3% | -3.4% |
| 5Y | -1.3% | +106.4% | -107.6% | -22.4% |
| 10Y | +251.2% | +143.0% | +108.2% | +143.4% |
| All | +2,365.8% | +329.9% | +2,035.9% | +1,037.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling