+104.3%
DAL vs CL
+88.0%
+16.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.2% | -0.8% |
| 7D | -1.1% | +3.2% | -4.3% | -1.9% |
| 30D | +12.8% | +8.0% | +4.8% | +10.5% |
| 3M | -5.3% | +7.9% | -13.1% | -7.3% |
| 6M | +22.4% | +14.7% | +7.6% | +17.5% |
| YTD | +25.6% | +29.2% | -3.6% | +16.3% |
| 1Y | +45.5% | +29.5% | +16.0% | +34.5% |
| 3Y | +161.0% | +40.7% | +120.3% | +129.3% |
| 5Y | +112.2% | +43.9% | +68.4% | +82.8% |
| All | +104.3% | +88.0% | +16.3% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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