+694.6%
DELL vs CRL
+37.9%
+656.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.5% | +2.7% |
| 7D | +25.6% | -0.6% | +26.2% | +25.9% |
| 30D | +17.7% | +5.0% | +12.7% | +15.8% |
| 3M | +33.4% | +50.6% | -17.2% | +15.5% |
| 6M | +266.2% | +60.9% | +205.3% | +206.1% |
| YTD | +328.0% | +40.7% | +287.3% | +274.2% |
| 1Y | +339.6% | +73.3% | +266.3% | +254.4% |
| 3Y | +694.6% | +40.6% | +654.0% | +612.3% |
| All | +694.6% | +37.9% | +656.7% | +612.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling