+633.1%
DELL vs CRL
-12.2%
+645.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.9% | +12.7% | +12.1% |
| 7D | +0.4% | +5.0% | -4.7% | -1.1% |
| 30D | -35.1% | +13.5% | -48.6% | -37.4% |
| 3M | -15.1% | +21.5% | -36.7% | -20.1% |
| 6M | +51.7% | +103.4% | -51.7% | +19.3% |
| YTD | +200.0% | +71.8% | +128.2% | +146.7% |
| 1Y | +172.1% | +97.5% | +74.6% | +113.3% |
| 3Y | +431.2% | +99.2% | +332.0% | +299.4% |
| 5Y | +633.1% | -12.1% | +645.2% | +564.1% |
| All | +633.1% | -12.2% | +645.3% | +564.1% |
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