+251.0%
DIA vs CRL
+244.4%
+6.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | -1.2% | -4.6% | +3.4% | -0.1% |
| 30D | -2.7% | +0.5% | -3.2% | -2.9% |
| 3M | +3.3% | +46.6% | -43.3% | -6.8% |
| 6M | +10.4% | +57.3% | -46.8% | -3.0% |
| YTD | +10.0% | +39.5% | -29.5% | -0.8% |
| 1Y | +16.2% | +76.9% | -60.7% | -2.3% |
| 3Y | +58.7% | +39.4% | +19.4% | +34.9% |
| 5Y | +63.6% | -37.2% | +100.7% | +77.0% |
| 10Y | +251.0% | +253.4% | -2.4% | +94.4% |
| All | +251.0% | +244.4% | +6.6% | +94.4% |
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