+351.3%
DAL vs CRL
+490.8%
-139.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.5% |
| 7D | +0.1% | -1.0% | +1.2% | +0.6% |
| 30D | -13.9% | +10.7% | -24.6% | -17.8% |
| 3M | +1.1% | +55.3% | -54.2% | -17.1% |
| 6M | +26.2% | +60.7% | -34.4% | +0.7% |
| YTD | +16.4% | +44.6% | -28.2% | -3.5% |
| 1Y | +33.9% | +77.7% | -43.9% | +0.4% |
| 3Y | +93.4% | +37.6% | +55.7% | +51.7% |
| 5Y | +106.4% | -35.8% | +142.2% | +117.4% |
| 10Y | +143.0% | +241.7% | -98.8% | +2.5% |
| All | +351.3% | +490.8% | -139.5% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling