+143.3%
DELL vs CRL
+85.3%
+58.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -7.3% | -1.6% | -6.7% |
| 7D | -24.6% | -12.8% | -11.8% | -21.6% |
| 30D | -32.5% | +5.0% | -37.5% | -32.6% |
| 3M | -20.2% | +39.4% | -59.6% | -25.1% |
| 6M | +76.5% | +89.4% | -12.9% | +50.7% |
| YTD | +198.9% | +63.6% | +135.4% | +164.9% |
| 1Y | +143.3% | +83.5% | +59.9% | +106.7% |
| All | +143.3% | +85.3% | +58.0% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling