-10.9%
DT vs CRL
+99.4%
-110.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | +0.5% |
| 7D | -20.2% | +4.4% | -24.6% | -20.9% |
| 30D | -30.8% | +17.1% | -47.8% | -32.6% |
| 3M | -10.2% | +32.1% | -42.3% | -14.4% |
| 6M | +8.0% | +98.9% | -90.9% | -3.4% |
| YTD | +1.5% | +77.1% | -75.7% | -8.0% |
| 1Y | -6.9% | +110.3% | -117.1% | -17.6% |
| 3Y | -10.9% | +108.5% | -119.4% | -22.1% |
| All | -10.9% | +99.4% | -110.3% | -22.1% |
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