+811.7%
CLS vs DAL
+175.7%
+636.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.3% | +2.6% | +5.3% |
| 7D | -10.6% | +10.0% | -20.6% | -14.7% |
| 30D | -38.4% | +12.0% | -50.5% | -42.0% |
| 3M | -29.9% | +0.8% | -30.6% | -30.4% |
| 6M | -40.6% | +26.2% | -66.8% | -47.6% |
| YTD | -24.6% | +33.7% | -58.3% | -35.9% |
| 1Y | -30.8% | +57.6% | -88.4% | -45.7% |
| 3Y | +811.7% | +183.5% | +628.3% | +409.3% |
| All | +811.7% | +175.7% | +636.0% | +409.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling