+54.4%
DLR vs CRS
+343.5%
-289.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.4% |
| 7D | +3.3% | +4.8% | -1.4% | +2.5% |
| 30D | +4.6% | -23.2% | +27.8% | +8.7% |
| 3M | -8.3% | -45.5% | +37.2% | +0.8% |
| 6M | -5.6% | -33.1% | +27.5% | -0.2% |
| YTD | +18.7% | -7.2% | +25.9% | +18.2% |
| 1Y | +17.1% | -10.0% | +27.1% | +17.1% |
| 3Y | +54.4% | +332.3% | -278.0% | +16.9% |
| All | +54.4% | +343.5% | -289.1% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling