+100.2%
DAL vs CRL
-16.7%
+117.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.3% | -3.0% |
| 7D | +4.6% | -16.8% | +21.3% | +10.7% |
| 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% | -1.3% |
| YTD | +24.3% | +56.9% | -32.6% | +2.7% |
| 1Y | +47.4% | +86.7% | -39.3% | +14.3% |
| 3Y | +164.6% | +72.1% | +92.5% | +97.7% |
| 5Y | +100.2% | -16.6% | +116.8% | +70.5% |
| All | +100.2% | -16.7% | +117.0% | +70.5% |
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