+128.1%
DAL vs CRL
+400.8%
-272.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.7% | +0.6% | +3.6% |
| 7D | +10.0% | +4.4% | +5.7% | +7.9% |
| 30D | +12.0% | +17.1% | -5.0% | +4.8% |
| 3M | +0.8% | +32.1% | -31.3% | -10.3% |
| 6M | +26.2% | +98.9% | -72.7% | -4.7% |
| YTD | +33.7% | +77.1% | -43.4% | +4.3% |
| 1Y | +57.6% | +110.3% | -52.7% | +15.1% |
| 3Y | +183.5% | +108.5% | +75.0% | +94.6% |
| 5Y | +114.2% | -7.9% | +122.0% | +94.1% |
| 10Y | +128.1% | +368.9% | -240.8% | -0.7% |
| All | +128.1% | +400.8% | -272.7% | -0.7% |
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