+381.8%
DAL vs CRL
+541.0%
-159.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.3% | -2.6% |
| 7D | +4.6% | -16.8% | +21.3% | +12.2% |
| 30D | +2.3% | +2.6% | -0.3% | +0.2% |
| 3M | -8.1% | +20.1% | -28.2% | -16.3% |
| 6M | +21.4% | +68.8% | -47.4% | -5.7% |
| YTD | +24.3% | +56.9% | -32.6% | -1.7% |
| 1Y | +47.4% | +86.7% | -39.3% | +7.9% |
| 3Y | +164.6% | +72.1% | +92.5% | +86.2% |
| 5Y | +100.2% | -16.6% | +116.8% | +86.2% |
| 10Y | +124.9% | +359.0% | -234.2% | -18.7% |
| All | +381.8% | +541.0% | -159.2% | +35.1% |
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