+64.1%
DIA vs CRL
-37.4%
+101.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.7% |
| 7D | +0.1% | -0.6% | +0.6% | +0.1% |
| 30D | -2.1% | +5.0% | -7.0% | -2.9% |
| 3M | +4.2% | +50.6% | -46.4% | -3.1% |
| 6M | +11.9% | +60.9% | -49.0% | +2.3% |
| YTD | +10.8% | +40.7% | -29.9% | +3.4% |
| 1Y | +17.5% | +73.3% | -55.8% | +5.3% |
| 3Y | +59.9% | +40.6% | +19.4% | +43.9% |
| 5Y | +64.1% | -37.0% | +101.1% | +63.0% |
| All | +64.1% | -37.4% | +101.5% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling