+168.1%
DAL vs CRL
+72.9%
+95.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.3% | -3.0% |
| 7D | +4.6% | -16.8% | +21.3% | +10.5% |
| 30D | +2.3% | +2.6% | -0.3% | +0.5% |
| 3M | -8.1% | +20.1% | -28.2% | -14.9% |
| 6M | +21.4% | +68.8% | -47.4% | -1.4% |
| YTD | +24.3% | +56.9% | -32.6% | +2.6% |
| 1Y | +47.4% | +86.7% | -39.3% | +14.0% |
| All | +168.1% | +72.9% | +95.2% | +97.7% |
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 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