+112.2%
DT vs CRL
+105.1%
+7.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | -0.5% | -4.6% | +4.1% | +1.3% |
| 30D | +0.1% | +0.5% | -0.4% | -0.4% |
| 3M | +24.1% | +46.6% | -22.5% | +5.9% |
| 6M | +30.1% | +57.3% | -27.2% | +6.3% |
| YTD | +16.8% | +39.5% | -22.8% | -0.4% |
| 1Y | -0.1% | +76.9% | -77.0% | -23.5% |
| 3Y | +6.8% | +39.4% | -32.5% | -19.0% |
| 5Y | -28.4% | -37.2% | +8.8% | -13.6% |
| All | +112.2% | +105.1% | +7.0% | +1.2% |
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