+388.0%
DELL vs CRL
+97.9%
+290.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.8% | -6.3% | -6.9% |
| 7D | +4.9% | +0.1% | +4.7% | +4.9% |
| 30D | -32.1% | +11.9% | -44.0% | -34.1% |
| 3M | -30.2% | +20.2% | -50.4% | -34.1% |
| 6M | +41.7% | +107.5% | -65.8% | +9.9% |
| YTD | +176.6% | +69.4% | +107.2% | +127.7% |
| 1Y | +159.9% | +99.7% | +60.2% | +101.2% |
| 3Y | +388.0% | +98.8% | +289.2% | +323.2% |
| All | +388.0% | +97.9% | +290.1% | +323.2% |
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