+4,789.5%
CRM vs DLR
+3,609.2%
+1,180.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -5.0% | +2.9% | -7.9% | -6.1% |
| 30D | +23.6% | -1.2% | +24.8% | +23.8% |
| 3M | +39.6% | +2.9% | +36.7% | +36.4% |
| 6M | +23.4% | +6.7% | +16.8% | +17.9% |
| YTD | -7.4% | +23.9% | -31.2% | -17.6% |
| 1Y | -2.3% | +18.6% | -20.9% | -11.9% |
| 3Y | +10.5% | +59.7% | -49.2% | -15.2% |
| 5Y | -4.7% | +42.1% | -46.8% | -24.4% |
| 10Y | +234.7% | +176.7% | +58.0% | +85.9% |
| All | +4,789.5% | +3,609.2% | +1,180.3% | +1,288.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling