+4,404.4%
DELL vs CRL
+256.1%
+4,148.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.9% | +10.0% | +11.2% |
| 7D | +8.2% | -3.5% | +11.8% | +9.8% |
| 30D | +17.1% | -2.1% | +19.2% | +18.1% |
| 3M | +45.2% | +48.0% | -2.8% | +23.7% |
| 6M | +286.8% | +64.7% | +222.0% | +211.7% |
| YTD | +354.8% | +39.5% | +315.3% | +290.1% |
| 1Y | +358.3% | +74.2% | +284.1% | +257.8% |
| 3Y | +724.9% | +39.4% | +685.5% | +564.3% |
| 5Y | +1,193.7% | -36.9% | +1,230.6% | +1,302.0% |
| All | +4,404.4% | +256.1% | +4,148.4% | +2,144.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling