+102.9%
DAL vs CME
+69.3%
+33.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +8.8% | +0.9% | +7.9% | +8.8% |
| 30D | +5.4% | +13.2% | -7.8% | +4.8% |
| 3M | -4.9% | +16.3% | -21.2% | -5.6% |
| 6M | +19.8% | +7.1% | +12.7% | +19.9% |
| YTD | +27.0% | +15.8% | +11.2% | +25.3% |
| 1Y | +52.5% | +17.1% | +35.4% | +50.1% |
| 3Y | +173.8% | +63.2% | +110.7% | +139.4% |
| All | +102.9% | +69.3% | +33.6% | +61.8% |
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