+235.3%
DIA vs CRL
+354.1%
-118.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | +1.6% | +8.9% | -7.3% | -0.6% |
| 30D | +1.2% | +14.0% | -12.7% | -2.5% |
| 3M | -2.4% | +19.8% | -22.3% | -7.4% |
| 6M | +5.7% | +102.0% | -96.4% | -12.9% |
| YTD | +9.9% | +70.8% | -60.9% | -6.4% |
| 1Y | +9.8% | +98.7% | -88.9% | -10.3% |
| 3Y | +59.8% | +98.2% | -38.4% | +22.6% |
| 5Y | +57.7% | -11.7% | +69.4% | +53.8% |
| All | +235.3% | +354.1% | -118.8% | +80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling