+777.5%
DIA vs CRL
+1,673.3%
-895.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | +0.9% | -1.7% | +2.6% | +1.1% |
| 30D | +1.1% | +14.6% | -13.5% | -2.4% |
| 3M | -2.9% | +24.8% | -27.7% | -8.3% |
| 6M | +5.9% | +94.7% | -88.8% | -10.3% |
| YTD | +9.8% | +73.4% | -63.6% | -5.4% |
| 1Y | +11.7% | +104.7% | -92.9% | -7.4% |
| 3Y | +59.5% | +101.1% | -41.5% | +26.5% |
| 5Y | +57.5% | -10.8% | +68.3% | +47.5% |
| 10Y | +235.9% | +358.8% | -122.9% | +108.2% |
| All | +777.5% | +1,673.3% | -895.8% | +321.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling