+351.3%
DAL vs CRS
+970.0%
-618.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.1% |
| 7D | +0.1% | -0.2% | +0.4% | +0.2% |
| 30D | -13.9% | -16.6% | +2.7% | -7.2% |
| 3M | +1.1% | -3.5% | +4.5% | +1.6% |
| 6M | +26.2% | +15.4% | +10.8% | +17.0% |
| YTD | +16.4% | +51.2% | -34.8% | -4.8% |
| 1Y | +33.9% | +98.3% | -64.4% | -4.7% |
| 3Y | +93.4% | +651.5% | -558.2% | -27.0% |
| 5Y | +106.4% | +1,411.1% | -1,304.8% | -46.0% |
| 10Y | +143.0% | +1,424.3% | -1,281.4% | -45.0% |
| All | +351.3% | +970.0% | -618.7% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling