+85.5%
DT vs CRL
+152.5%
-67.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | -5.4% | +5.0% | -10.5% | -7.3% |
| 30D | -32.2% | +13.5% | -45.7% | -36.0% |
| 3M | -10.9% | +21.5% | -32.4% | -18.5% |
| 6M | +10.0% | +103.4% | -93.5% | -18.8% |
| YTD | +2.1% | +71.8% | -69.7% | -20.6% |
| 1Y | -5.5% | +97.5% | -103.0% | -30.9% |
| 3Y | -12.4% | +99.2% | -111.7% | -44.4% |
| 5Y | -39.7% | -12.1% | -27.6% | -38.6% |
| All | +85.5% | +152.5% | -67.0% | -19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling