+4,770.1%
DELL vs CRS
+1,350.7%
+3,419.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +3.0% |
| 7D | +25.6% | -3.1% | +28.7% | +26.7% |
| 30D | +17.7% | -19.6% | +37.3% | +25.9% |
| 3M | +33.4% | -8.1% | +41.5% | +37.0% |
| 6M | +266.2% | +18.6% | +247.6% | +246.2% |
| YTD | +328.0% | +45.9% | +282.1% | +276.7% |
| 1Y | +339.6% | +82.5% | +257.1% | +256.6% |
| 3Y | +694.6% | +648.9% | +45.7% | +312.7% |
| 5Y | +1,122.0% | +1,438.1% | -316.1% | +395.7% |
| 10Y | +4,062.5% | +1,327.0% | +2,735.5% | +1,471.0% |
| All | +4,770.1% | +1,350.7% | +3,419.4% | +1,719.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling