+381.8%
DAL vs CL
+359.0%
+22.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.3% | -4.3% |
| 7D | +4.6% | +5.9% | -1.4% | +1.2% |
| 30D | +2.3% | +13.8% | -11.4% | -5.3% |
| 3M | -8.1% | +6.4% | -14.5% | -11.6% |
| 6M | +21.4% | +15.6% | +5.8% | +10.4% |
| YTD | +24.3% | +27.9% | -3.6% | +5.4% |
| 1Y | +47.4% | +31.4% | +16.0% | +22.6% |
| 3Y | +164.6% | +41.4% | +123.2% | +100.6% |
| 5Y | +100.2% | +42.8% | +57.4% | +46.5% |
| 10Y | +124.9% | +79.7% | +45.2% | +26.5% |
| All | +381.8% | +359.0% | +22.9% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling