+122.8%
DAL vs CRL
+386.8%
-263.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.8% | -5.7% | -0.7% |
| 7D | +8.8% | -6.1% | +14.9% | +10.7% |
| 30D | +5.4% | +12.4% | -7.0% | 0.0% |
| 3M | -4.9% | +27.1% | -32.1% | -14.2% |
| 6M | +19.8% | +85.7% | -65.9% | -7.2% |
| YTD | +27.0% | +69.2% | -42.2% | +0.7% |
| 1Y | +52.5% | +97.5% | -45.1% | +13.9% |
| 3Y | +173.8% | +86.1% | +87.8% | +96.0% |
| 5Y | +104.5% | -10.0% | +114.6% | +86.6% |
| All | +122.8% | +386.8% | -263.9% | -5.2% |
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