+57.5%
DIA vs CRL
+86.4%
-28.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -1.4% |
| 7D | -0.9% | -6.1% | +5.1% | -0.2% |
| 30D | +0.3% | +12.4% | -12.1% | -1.7% |
| 3M | -4.5% | +27.1% | -31.6% | -8.1% |
| 6M | +3.4% | +85.7% | -82.4% | -6.3% |
| YTD | +7.8% | +69.2% | -61.4% | -1.5% |
| 1Y | +10.7% | +97.5% | -86.8% | -1.3% |
| 3Y | +57.5% | +86.1% | -28.6% | +37.9% |
| All | +57.5% | +86.4% | -28.9% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling