+98.5%
DAL vs CRL
+38.0%
+60.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.4% |
| 7D | +0.1% | -1.0% | +1.2% | +0.5% |
| 30D | -13.9% | +10.7% | -24.6% | -17.1% |
| 3M | +1.1% | +55.3% | -54.2% | -14.2% |
| 6M | +26.2% | +60.7% | -34.4% | +4.8% |
| YTD | +16.4% | +44.6% | -28.2% | 0.0% |
| 1Y | +33.9% | +77.7% | -43.9% | +5.7% |
| All | +98.5% | +38.0% | +60.5% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling