-39.3%
CLS vs DAL
+52.2%
-91.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | -0.5% |
| 7D | -22.2% | +8.8% | -31.0% | -25.3% |
| 30D | -44.4% | +5.4% | -49.8% | -45.8% |
| 3M | -34.3% | -4.9% | -29.4% | -32.7% |
| 6M | -50.1% | +19.8% | -69.9% | -54.4% |
| YTD | -30.1% | +27.0% | -57.1% | -40.0% |
| 1Y | -39.3% | +52.5% | -91.8% | -51.9% |
| All | -39.3% | +52.2% | -91.6% | -51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling