+125.6%
DAL vs CRS
+849.0%
-723.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +1.6% |
| 7D | +10.7% | +0.2% | +10.5% | +10.5% |
| 30D | +12.5% | -22.9% | +35.4% | +23.8% |
| 3M | +3.6% | -46.8% | +50.5% | +34.3% |
| 6M | +26.7% | -30.4% | +57.2% | +44.0% |
| YTD | +34.3% | -5.4% | +39.6% | +30.3% |
| 1Y | +59.1% | -9.0% | +68.1% | +56.8% |
| 3Y | +179.9% | +352.2% | -172.3% | +18.5% |
| 5Y | +119.1% | +852.2% | -733.1% | -41.4% |
| 10Y | +125.6% | +862.6% | -737.0% | -51.0% |
| All | +125.6% | +849.0% | -723.3% | -51.0% |
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