+351.3%
DAL vs CME
+454.6%
-103.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +0.1% | -1.6% | +1.7% | +0.9% |
| 30D | -13.9% | +6.2% | -20.2% | -16.7% |
| 3M | +1.1% | +10.4% | -9.3% | -5.0% |
| 6M | +26.2% | -9.5% | +35.8% | +30.2% |
| YTD | +16.4% | +6.0% | +10.4% | +10.2% |
| 1Y | +33.9% | +9.3% | +24.6% | +24.1% |
| 3Y | +93.4% | +57.7% | +35.7% | +42.0% |
| 5Y | +106.4% | +77.7% | +28.7% | +39.5% |
| 10Y | +143.0% | +281.2% | -138.3% | +3.3% |
| All | +351.3% | +454.6% | -103.3% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling