+114.2%
DAL vs CME
+70.5%
+43.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.3% |
| 7D | +10.0% | -0.6% | +10.6% | +10.1% |
| 30D | +12.0% | +8.5% | +3.5% | +11.6% |
| 3M | +0.8% | +16.0% | -15.3% | 0.0% |
| 6M | +26.2% | +9.3% | +16.8% | +25.9% |
| YTD | +33.7% | +15.3% | +18.4% | +31.9% |
| 1Y | +57.6% | +14.4% | +43.2% | +55.6% |
| 3Y | +183.5% | +59.9% | +123.6% | +149.6% |
| 5Y | +114.2% | +69.4% | +44.7% | +71.9% |
| All | +114.2% | +70.5% | +43.7% | +71.9% |
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