+351.3%
DAL vs CLF
-56.4%
+407.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.4% |
| 7D | +0.1% | +7.6% | -7.4% | -1.4% |
| 30D | -13.9% | -1.2% | -12.7% | -13.8% |
| 3M | +1.1% | -13.4% | +14.5% | +3.0% |
| 6M | +26.2% | +15.4% | +10.8% | +20.6% |
| YTD | +16.4% | -5.9% | +22.3% | +14.8% |
| 1Y | +33.9% | +18.8% | +15.0% | +24.0% |
| 3Y | +93.4% | -19.4% | +112.8% | +84.1% |
| 5Y | +106.4% | -47.7% | +154.1% | +105.6% |
| 10Y | +143.0% | +130.4% | +12.6% | +64.0% |
| All | +351.3% | -56.4% | +407.7% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling