+238.9%
CRM vs DLR
+177.5%
+61.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.3% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | +28.1% | -4.3% | +32.4% | +29.9% |
| 3M | +48.8% | +3.8% | +45.0% | +45.4% |
| 6M | +28.3% | +5.8% | +22.4% | +23.6% |
| YTD | -6.0% | +23.5% | -29.6% | -15.3% |
| 1Y | +1.4% | +11.1% | -9.6% | -4.8% |
| 3Y | +11.8% | +57.9% | -46.0% | -12.1% |
| 5Y | -2.0% | +44.0% | -46.0% | -21.4% |
| All | +238.9% | +177.5% | +61.4% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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