-17.9%
CLS vs DAL
+44.4%
-62.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.0% | -5.2% |
| 7D | +16.3% | -1.1% | +17.4% | +16.5% |
| 30D | -25.7% | +12.8% | -38.5% | -30.4% |
| 3M | -30.9% | -5.3% | -25.6% | -29.2% |
| 6M | -35.5% | +22.4% | -57.8% | -42.0% |
| YTD | -18.7% | +25.6% | -44.3% | -30.1% |
| 1Y | -17.9% | +45.5% | -63.4% | -35.1% |
| All | -17.9% | +44.4% | -62.3% | -35.1% |
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 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