+344.5%
DAL vs CRH
+267.9%
+76.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | +0.7% |
| 7D | +3.4% | -0.6% | +4.0% | +3.7% |
| 30D | -13.6% | -9.5% | -4.1% | -8.6% |
| 3M | +1.2% | -10.4% | +11.6% | +7.5% |
| 6M | +34.5% | -14.2% | +48.7% | +46.3% |
| YTD | +14.7% | -26.6% | +41.3% | +35.9% |
| 1Y | +29.2% | -18.2% | +47.5% | +43.5% |
| 3Y | +100.0% | +74.9% | +25.0% | +42.9% |
| 5Y | +106.3% | +101.7% | +4.6% | +34.6% |
| 10Y | +126.4% | +249.4% | -123.0% | +8.4% |
| All | +344.5% | +267.9% | +76.6% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling