+102.9%
DAL vs CL
+39.7%
+63.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.3% | +2.5% |
| 7D | +8.8% | +1.3% | +7.5% | +8.6% |
| 30D | +5.4% | +11.4% | -6.0% | +4.0% |
| 3M | -4.9% | +4.4% | -9.4% | -5.4% |
| 6M | +19.8% | +10.8% | +9.1% | +18.1% |
| YTD | +27.0% | +25.1% | +1.9% | +23.1% |
| 1Y | +52.5% | +28.0% | +24.5% | +47.2% |
| 3Y | +173.8% | +37.6% | +136.2% | +153.7% |
| All | +102.9% | +39.7% | +63.2% | +77.2% |
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 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