+45.5%
DAL vs CME
+17.3%
+28.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.1% |
| 7D | -1.1% | +3.9% | -5.0% | -0.1% |
| 30D | +12.8% | +11.3% | +1.5% | +16.3% |
| 3M | -5.3% | +19.6% | -24.8% | -0.2% |
| 6M | +22.4% | +8.1% | +14.3% | +26.2% |
| YTD | +25.6% | +20.4% | +5.2% | +30.9% |
| 1Y | +45.5% | +16.5% | +29.0% | +52.8% |
| All | +45.5% | +17.3% | +28.2% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling