+117.6%
DT vs CRL
+112.6%
+5.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.0% |
| 7D | -3.3% | -1.0% | -2.3% | -3.0% |
| 30D | +2.0% | +10.7% | -8.6% | -2.2% |
| 3M | +20.0% | +55.3% | -35.3% | +0.1% |
| 6M | +39.3% | +60.7% | -21.4% | +12.8% |
| YTD | +19.8% | +44.6% | -24.9% | +0.8% |
| 1Y | +4.3% | +77.7% | -73.5% | -20.3% |
| 3Y | +7.7% | +37.6% | -29.9% | -17.1% |
| 5Y | -26.8% | -35.8% | +9.0% | -12.1% |
| All | +117.6% | +112.6% | +5.0% | +2.4% |
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 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