+121.4%
DAL vs CRS
+882.2%
-760.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -2.1% |
| 7D | +2.3% | +4.4% | -2.0% | +0.3% |
| 30D | +14.3% | -19.1% | +33.5% | +23.1% |
| 3M | +1.3% | -43.2% | +44.5% | +27.5% |
| 6M | +29.3% | -28.9% | +58.2% | +45.5% |
| YTD | +33.0% | -3.0% | +36.0% | +27.7% |
| 1Y | +59.8% | -5.3% | +65.2% | +54.7% |
| 3Y | +177.2% | +363.5% | -186.4% | +16.0% |
| 5Y | +118.4% | +858.2% | -739.8% | -41.6% |
| 10Y | +121.4% | +862.9% | -741.5% | -52.4% |
| All | +121.4% | +882.2% | -760.8% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling