+3,595.7%
DLR vs CRS
+2,759.3%
+836.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | -3.4% | -16.6% | +13.3% | +0.6% |
| 3M | +0.5% | -3.5% | +4.0% | +0.7% |
| 6M | +4.6% | +15.4% | -10.9% | +0.1% |
| YTD | +23.4% | +51.2% | -27.8% | +10.7% |
| 1Y | +19.0% | +98.3% | -79.3% | -0.8% |
| 3Y | +56.5% | +651.5% | -595.0% | -7.5% |
| 5Y | +33.3% | +1,411.1% | -1,377.8% | -35.8% |
| 10Y | +165.1% | +1,424.3% | -1,259.2% | +4.7% |
| All | +3,595.7% | +2,759.3% | +836.4% | +913.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling