+161.0%
DAL vs CRS
+343.5%
-182.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +0.4% |
| 7D | -1.1% | +4.8% | -5.9% | -2.5% |
| 30D | +12.8% | -23.2% | +36.0% | +20.6% |
| 3M | -5.3% | -45.5% | +40.2% | +12.8% |
| 6M | +22.4% | -33.1% | +55.5% | +35.4% |
| YTD | +25.6% | -7.2% | +32.8% | +24.1% |
| 1Y | +45.5% | -10.0% | +55.5% | +44.9% |
| 3Y | +161.0% | +332.3% | -171.4% | +86.2% |
| All | +161.0% | +343.5% | -182.5% | +86.2% |
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