+1,145.9%
DELL vs CRS
+1,363.4%
-217.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.1% | +13.1% | +12.4% |
| 7D | +8.2% | -6.8% | +15.0% | +10.9% |
| 30D | +17.1% | -16.1% | +33.2% | +24.6% |
| 3M | +45.2% | -21.2% | +66.3% | +58.1% |
| 6M | +286.8% | +8.7% | +278.1% | +274.6% |
| YTD | +354.8% | +41.0% | +313.8% | +298.7% |
| 1Y | +358.3% | +82.7% | +275.6% | +260.6% |
| 3Y | +724.9% | +604.8% | +120.1% | +303.1% |
| All | +1,145.9% | +1,363.4% | -217.5% | +359.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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