+166.6%
DELL vs CRL
+97.0%
+69.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | +17.1% | +8.9% | +8.2% | +13.9% |
| 30D | -35.1% | +14.0% | -49.0% | -36.5% |
| 3M | -23.3% | +19.8% | -43.1% | -25.9% |
| 6M | +55.8% | +102.0% | -46.2% | +30.5% |
| YTD | +198.0% | +70.8% | +127.1% | +159.9% |
| 1Y | +166.6% | +98.7% | +67.8% | +113.6% |
| All | +166.6% | +97.0% | +69.6% | +113.6% |
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