+84.4%
DT vs CRL
+160.4%
-76.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | -0.6% |
| 7D | -20.2% | +4.4% | -24.6% | -22.0% |
| 30D | -30.8% | +17.1% | -47.8% | -35.4% |
| 3M | -10.2% | +32.1% | -42.3% | -20.5% |
| 6M | +8.0% | +98.9% | -90.9% | -19.5% |
| YTD | +1.5% | +77.1% | -75.7% | -22.0% |
| 1Y | -6.9% | +110.3% | -117.1% | -33.6% |
| 3Y | -10.9% | +108.5% | -119.4% | -44.6% |
| 5Y | -42.2% | -7.9% | -34.3% | -42.5% |
| All | +84.4% | +160.4% | -76.0% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling