+17.1%
DLR vs CRS
-14.1%
+31.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.5% |
| 7D | +3.3% | +4.8% | -1.4% | +2.5% |
| 30D | +4.6% | -23.2% | +27.8% | +8.1% |
| 3M | -8.3% | -45.5% | +37.2% | -0.9% |
| 6M | -5.6% | -33.1% | +27.5% | -1.0% |
| YTD | +18.7% | -7.2% | +25.9% | +22.3% |
| 1Y | +17.1% | -10.0% | +27.1% | +20.7% |
| All | +17.1% | -14.1% | +31.2% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling