+116.7%
DAL vs CRS
+872.7%
-756.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +8.8% | -1.7% | +10.5% | +9.6% |
| 30D | +5.4% | -28.8% | +34.2% | +20.2% |
| 3M | -4.9% | -50.0% | +45.1% | +26.6% |
| 6M | +19.8% | -39.2% | +59.0% | +44.7% |
| YTD | +27.0% | -11.4% | +38.4% | +27.0% |
| 1Y | +52.5% | -11.7% | +64.1% | +52.2% |
| 3Y | +173.8% | +319.6% | -145.8% | +19.9% |
| 5Y | +104.5% | +794.8% | -690.2% | -43.7% |
| All | +116.7% | +872.7% | -756.0% | -51.8% |
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