+9.7%
DLR vs CRS
+81.8%
-72.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -1.7% |
| 7D | -1.3% | -4.1% | +2.8% | -0.8% |
| 30D | -2.9% | -16.6% | +13.7% | -1.0% |
| 3M | +3.2% | -14.3% | +17.5% | +4.8% |
| 6M | +3.9% | +11.6% | -7.7% | +2.2% |
| YTD | +21.4% | +42.6% | -21.1% | +17.8% |
| 1Y | +9.7% | +81.8% | -72.1% | +4.2% |
| All | +9.7% | +81.8% | -72.2% | +4.2% |
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