+105.8%
DAL vs CME
+78.2%
+27.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +0.1% | -1.6% | +1.7% | +0.2% |
| 30D | -13.9% | +6.2% | -20.2% | -14.3% |
| 3M | +1.1% | +10.4% | -9.3% | +0.4% |
| 6M | +26.2% | -9.5% | +35.8% | +28.2% |
| YTD | +16.4% | +6.0% | +10.4% | +15.1% |
| 1Y | +33.9% | +9.3% | +24.6% | +31.6% |
| 3Y | +93.4% | +57.7% | +35.7% | +64.4% |
| All | +105.8% | +78.2% | +27.7% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling