+168.1%
DAL vs CLF
-34.5%
+202.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -12.2% | +7.9% | -2.0% |
| 7D | +4.6% | -21.0% | +25.5% | +9.0% |
| 30D | +2.3% | -8.0% | +10.3% | +2.9% |
| 3M | -8.1% | -10.9% | +2.8% | -7.4% |
| 6M | +21.4% | +5.8% | +15.6% | +16.5% |
| YTD | +24.3% | -15.1% | +39.4% | +23.3% |
| 1Y | +47.4% | +7.2% | +40.1% | +38.4% |
| All | +168.1% | -34.5% | +202.6% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 3y: compounded portfolio wealth divided by compounded CLF 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…
3y analysis · Full analysis span regression · 6 months rolling