+312.3%
DELL vs CRL
+73.3%
+239.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.4% | -4.9% |
| 7D | -1.9% | -6.9% | +5.0% | -0.2% |
| 30D | +14.9% | -3.2% | +18.1% | +15.9% |
| 3M | +37.2% | +46.5% | -9.3% | +23.4% |
| 6M | +254.0% | +63.1% | +190.9% | +203.4% |
| YTD | +306.1% | +36.9% | +269.3% | +270.1% |
| 1Y | +312.3% | +78.1% | +234.2% | +236.8% |
| All | +312.3% | +73.3% | +239.0% | +236.8% |
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