+105.9%
DAL vs CRH
+95.0%
+10.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | +0.6% |
| 7D | -0.6% | -4.8% | +4.1% | +2.6% |
| 30D | -13.5% | -13.1% | -0.4% | -5.0% |
| 3M | +2.6% | -12.0% | +14.5% | +11.2% |
| 6M | +32.7% | -16.9% | +49.6% | +49.2% |
| YTD | +13.6% | -29.0% | +42.6% | +41.4% |
| 1Y | +28.8% | -20.3% | +49.2% | +47.4% |
| 3Y | +98.2% | +69.2% | +28.9% | +34.0% |
| 5Y | +105.9% | +94.6% | +11.3% | +23.5% |
| All | +105.9% | +95.0% | +10.9% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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