+1,628.1%
CLS vs DAL
+127.0%
+1,501.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | -0.5% |
| 7D | -22.2% | +8.8% | -31.0% | -25.6% |
| 30D | -44.4% | +5.4% | -49.8% | -46.1% |
| 3M | -34.3% | -4.9% | -29.4% | -33.1% |
| 6M | -50.1% | +19.8% | -69.9% | -54.9% |
| YTD | -30.1% | +27.0% | -57.1% | -39.1% |
| 1Y | -39.3% | +52.5% | -91.8% | -51.7% |
| 3Y | +732.7% | +173.8% | +558.9% | +375.4% |
| 5Y | +1,777.2% | +104.5% | +1,672.7% | +1,082.6% |
| All | +1,628.1% | +127.0% | +1,501.1% | +929.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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