+105.8%
DAL vs CL
+28.4%
+77.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.0% |
| 7D | +0.1% | -2.2% | +2.3% | +0.4% |
| 30D | -13.9% | -4.8% | -9.1% | -13.4% |
| 3M | +1.1% | +4.9% | -3.8% | +0.3% |
| 6M | +26.2% | -5.7% | +32.0% | +26.8% |
| YTD | +16.4% | +14.4% | +2.0% | +14.2% |
| 1Y | +33.9% | +8.7% | +25.1% | +32.2% |
| 3Y | +93.4% | +30.0% | +63.4% | +79.7% |
| All | +105.8% | +28.4% | +77.5% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling