+7.3%
DT vs CRL
+42.4%
-35.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.4% |
| 7D | -3.3% | -1.0% | -2.3% | -3.1% |
| 30D | +2.0% | +10.7% | -8.6% | +0.2% |
| 3M | +20.0% | +55.3% | -35.3% | +11.4% |
| 6M | +39.3% | +60.7% | -21.4% | +28.2% |
| YTD | +19.8% | +44.6% | -24.9% | +12.0% |
| 1Y | +4.3% | +77.7% | -73.5% | -5.6% |
| All | +7.3% | +42.4% | -35.1% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling