+98.5%
DAL vs CME
+57.6%
+40.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.7% |
| 7D | +0.1% | -1.6% | +1.7% | -0.3% |
| 30D | -13.9% | +6.2% | -20.2% | -12.5% |
| 3M | +1.1% | +10.4% | -9.3% | +4.3% |
| 6M | +26.2% | -9.5% | +35.8% | +24.3% |
| YTD | +16.4% | +6.0% | +10.4% | +19.0% |
| 1Y | +33.9% | +9.3% | +24.6% | +38.2% |
| All | +98.5% | +57.6% | +40.9% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling