+173.8%
DAL vs CRS
+321.3%
-147.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +8.8% | -1.7% | +10.5% | +9.3% |
| 30D | +5.4% | -28.8% | +34.2% | +15.3% |
| 3M | -4.9% | -50.0% | +45.1% | +16.1% |
| 6M | +19.8% | -39.2% | +59.0% | +36.5% |
| YTD | +27.0% | -11.4% | +38.4% | +27.3% |
| 1Y | +52.5% | -11.7% | +64.1% | +52.6% |
| 3Y | +173.8% | +319.6% | -145.8% | +98.2% |
| All | +173.8% | +321.3% | -147.5% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling