+60.0%
DLR vs CRL
+37.9%
+22.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.9% |
| 7D | +3.4% | -0.6% | +4.0% | +3.4% |
| 30D | -2.2% | +5.0% | -7.2% | -2.8% |
| 3M | +4.7% | +50.6% | -45.9% | -0.4% |
| 6M | +9.0% | +60.9% | -51.9% | +2.2% |
| YTD | +24.1% | +40.7% | -16.6% | +18.3% |
| 1Y | +20.9% | +73.3% | -52.4% | +11.8% |
| 3Y | +60.0% | +40.6% | +19.5% | +44.8% |
| All | +60.0% | +37.9% | +22.1% | +44.8% |
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