+2,876.0%
DELL vs CRL
+354.1%
+2,521.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | +17.1% | +8.9% | +8.2% | +13.3% |
| 30D | -35.1% | +14.0% | -49.0% | -37.9% |
| 3M | -23.3% | +19.8% | -43.1% | -28.3% |
| 6M | +55.8% | +102.0% | -46.2% | +17.4% |
| YTD | +198.0% | +70.8% | +127.1% | +136.5% |
| 1Y | +166.6% | +98.7% | +67.8% | +99.0% |
| 3Y | +427.6% | +98.2% | +329.5% | +271.0% |
| 5Y | +630.6% | -11.7% | +642.3% | +596.5% |
| All | +2,876.0% | +354.1% | +2,521.9% | +1,189.1% |
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