-5.7%
DT vs CRL
+85.3%
-91.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.7% | +0.9% |
| 7D | -25.5% | -12.8% | -12.8% | -23.5% |
| 30D | -22.3% | +5.0% | -27.3% | -23.3% |
| 3M | +2.3% | +39.4% | -37.0% | -5.3% |
| 6M | +20.7% | +89.4% | -68.6% | +5.4% |
| YTD | +7.9% | +63.6% | -55.6% | -0.8% |
| 1Y | -5.7% | +83.5% | -89.2% | -15.7% |
| All | -5.7% | +85.3% | -91.1% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling