+4,681.2%
DELL vs CRL
+246.1%
+4,435.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.1% |
| 7D | +14.9% | -1.0% | +15.9% | +15.5% |
| 30D | +13.3% | +10.7% | +2.6% | +9.0% |
| 3M | +24.4% | +55.3% | -30.9% | +4.2% |
| 6M | +258.0% | +60.7% | +197.4% | +191.6% |
| YTD | +320.2% | +44.6% | +275.6% | +255.7% |
| 1Y | +319.1% | +77.7% | +241.3% | +224.9% |
| 3Y | +706.5% | +37.6% | +668.9% | +554.1% |
| 5Y | +1,071.9% | -35.8% | +1,107.7% | +1,161.6% |
| 10Y | +4,683.5% | +241.7% | +4,441.7% | +2,289.9% |
| All | +4,681.2% | +246.1% | +4,435.1% | +2,298.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling