+31.3%
DAL vs CLF
+23.7%
+7.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -9.2% | +16.4% | +7.7% |
| 7D | +11.1% | -7.9% | +19.0% | +11.5% |
| 30D | +7.7% | +5.2% | +2.5% | +6.2% |
| 3M | -3.5% | +4.3% | -7.8% | -5.2% |
| 6M | +31.3% | +25.3% | +6.0% | +24.9% |
| All | +31.3% | +23.7% | +7.6% | +24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling