+796.0%
DIA vs CRL
+1,379.5%
-583.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.2% |
| 7D | -0.2% | -1.0% | +0.8% | 0.0% |
| 30D | -1.5% | +10.7% | -12.2% | -3.8% |
| 3M | +3.8% | +55.3% | -51.5% | -6.6% |
| 6M | +10.3% | +60.7% | -50.4% | -2.3% |
| YTD | +12.1% | +44.6% | -32.5% | +1.3% |
| 1Y | +18.6% | +77.7% | -59.1% | +1.7% |
| 3Y | +60.6% | +37.6% | +23.0% | +39.7% |
| 5Y | +64.4% | -35.8% | +100.2% | +66.8% |
| 10Y | +250.1% | +241.7% | +8.4% | +132.5% |
| All | +796.0% | +1,379.5% | -583.5% | +351.1% |
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