+128.1%
DAL vs CRS
+967.2%
-839.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +9.7% | -4.4% | +1.0% |
| 7D | +10.0% | +4.9% | +5.1% | +7.6% |
| 30D | +12.0% | -20.8% | +32.8% | +21.9% |
| 3M | +0.8% | -46.4% | +47.2% | +30.2% |
| 6M | +26.2% | -28.6% | +54.7% | +41.8% |
| YTD | +33.7% | -2.8% | +36.5% | +28.3% |
| 1Y | +57.6% | -6.7% | +64.3% | +53.7% |
| 3Y | +183.5% | +368.0% | -184.5% | +18.2% |
| 5Y | +114.2% | +852.9% | -738.7% | -42.6% |
| 10Y | +128.1% | +905.1% | -777.0% | -51.3% |
| All | +128.1% | +967.2% | -839.1% | -51.3% |
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