+381.8%
DAL vs CME
+508.6%
-126.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | +4.6% | +3.7% | +0.9% | +2.7% |
| 30D | +2.3% | +13.7% | -11.4% | -4.3% |
| 3M | -8.1% | +16.6% | -24.7% | -15.5% |
| 6M | +21.4% | +8.2% | +13.2% | +14.3% |
| YTD | +24.3% | +16.3% | +8.0% | +11.7% |
| 1Y | +47.4% | +19.1% | +28.3% | +30.6% |
| 3Y | +164.6% | +67.4% | +97.3% | +88.4% |
| 5Y | +100.2% | +71.0% | +29.3% | +38.5% |
| 10Y | +124.9% | +338.9% | -214.0% | -11.5% |
| All | +381.8% | +508.6% | -126.8% | +25.9% |
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 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