+1,106.2%
DELL vs CRL
-37.6%
+1,143.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | +8.7% | -4.6% | +13.3% | +10.3% |
| 30D | +16.9% | +0.5% | +16.4% | +16.7% |
| 3M | +40.4% | +46.6% | -6.2% | +23.3% |
| 6M | +267.1% | +57.3% | +209.8% | +211.4% |
| YTD | +329.1% | +39.5% | +289.6% | +277.8% |
| 1Y | +346.9% | +76.9% | +270.1% | +261.9% |
| 3Y | +696.6% | +39.4% | +657.3% | +570.2% |
| 5Y | +1,106.2% | -37.2% | +1,143.4% | +1,006.9% |
| All | +1,106.2% | -37.6% | +1,143.8% | +1,006.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling