+2,825.2%
CLS vs DAL
+359.0%
+2,466.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.3% | -8.7% | -11.6% |
| 7D | -27.3% | +4.6% | -31.8% | -28.5% |
| 30D | -47.0% | +2.3% | -49.4% | -47.6% |
| 3M | -43.3% | -8.1% | -35.2% | -41.9% |
| 6M | -50.8% | +21.4% | -72.2% | -54.1% |
| YTD | -30.4% | +24.3% | -54.7% | -35.8% |
| 1Y | -41.7% | +47.4% | -89.1% | -49.0% |
| 3Y | +701.4% | +164.6% | +536.8% | +474.4% |
| 5Y | +1,767.8% | +100.2% | +1,667.5% | +1,328.0% |
| 10Y | +1,636.8% | +124.9% | +1,511.9% | +1,138.3% |
| All | +2,825.2% | +359.0% | +2,466.1% | +1,185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling