+114.2%
DAL vs CRL
-6.0%
+120.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.7% | +0.6% | +3.7% |
| 7D | +10.0% | +4.4% | +5.7% | +8.1% |
| 30D | +12.0% | +17.1% | -5.0% | +5.3% |
| 3M | +0.8% | +32.1% | -31.3% | -9.5% |
| 6M | +26.2% | +98.9% | -72.7% | -2.9% |
| YTD | +33.7% | +77.1% | -43.4% | +6.0% |
| 1Y | +57.6% | +110.3% | -52.7% | +17.5% |
| 3Y | +183.5% | +108.5% | +75.0% | +98.5% |
| 5Y | +114.2% | -7.9% | +122.0% | +75.7% |
| All | +114.2% | -6.0% | +120.2% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling