+105.0%
DAL vs CRL
+354.1%
-249.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.0% |
| 7D | +1.4% | +8.9% | -7.5% | -1.7% |
| 30D | +9.1% | +14.0% | -4.9% | +3.0% |
| 3M | -3.5% | +19.8% | -23.3% | -10.9% |
| 6M | +23.4% | +102.0% | -78.7% | -7.4% |
| YTD | +26.0% | +70.8% | -44.8% | -0.4% |
| 1Y | +44.6% | +98.7% | -54.1% | +7.9% |
| 3Y | +162.7% | +98.2% | +64.6% | +83.7% |
| 5Y | +113.0% | -11.7% | +124.7% | +96.0% |
| All | +105.0% | +354.1% | -249.0% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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