+126.4%
DAL vs CRS
+1,306.2%
-1,179.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | +0.1% |
| 7D | +3.4% | -3.1% | +6.4% | +4.7% |
| 30D | -13.6% | -19.6% | +6.1% | -5.0% |
| 3M | +1.2% | -8.1% | +9.3% | +4.0% |
| 6M | +34.5% | +18.6% | +15.9% | +22.5% |
| YTD | +14.7% | +45.9% | -31.2% | -5.9% |
| 1Y | +29.2% | +82.5% | -53.2% | -6.5% |
| 3Y | +100.0% | +648.9% | -548.9% | -30.1% |
| 5Y | +106.3% | +1,438.1% | -1,331.8% | -53.1% |
| 10Y | +126.4% | +1,327.0% | -1,200.6% | -56.7% |
| All | +126.4% | +1,306.2% | -1,179.8% | -56.7% |
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