+351.3%
DAL vs CL
+310.5%
+40.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.7% |
| 7D | +0.1% | -2.2% | +2.3% | +1.4% |
| 30D | -13.9% | -4.8% | -9.1% | -11.4% |
| 3M | +1.1% | +4.9% | -3.8% | -2.4% |
| 6M | +26.2% | -5.7% | +32.0% | +29.6% |
| YTD | +16.4% | +14.4% | +2.0% | +5.6% |
| 1Y | +33.9% | +8.7% | +25.1% | +24.4% |
| 3Y | +93.4% | +30.0% | +63.4% | +53.5% |
| 5Y | +106.4% | +28.4% | +78.0% | +60.8% |
| 10Y | +143.0% | +50.1% | +92.9% | +55.5% |
| All | +351.3% | +310.5% | +40.8% | +3.2% |
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 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