+105.8%
DAL vs CRS
+1,417.0%
-1,311.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.2% |
| 7D | +0.1% | -0.2% | +0.4% | +0.2% |
| 30D | -13.9% | -16.6% | +2.7% | -8.2% |
| 3M | +1.1% | -3.5% | +4.5% | +1.6% |
| 6M | +26.2% | +15.4% | +10.8% | +18.2% |
| YTD | +16.4% | +51.2% | -34.8% | -1.9% |
| 1Y | +33.9% | +98.3% | -64.4% | 0.0% |
| 3Y | +93.4% | +651.5% | -558.2% | -16.2% |
| All | +105.8% | +1,417.0% | -1,311.2% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling