-1.8%
CARR vs DAL
+57.1%
-58.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.6% | -2.0% |
| 7D | -0.7% | +11.1% | -11.7% | -4.4% |
| 30D | +0.3% | +7.7% | -7.4% | -2.5% |
| 3M | -14.9% | -3.5% | -11.4% | -14.2% |
| 6M | -14.9% | +31.3% | -46.2% | -22.6% |
| YTD | +7.0% | +30.0% | -23.0% | -4.0% |
| 1Y | -1.8% | +62.1% | -63.8% | -17.4% |
| All | -1.8% | +57.1% | -58.9% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 1y: compounded portfolio wealth divided by compounded DAL 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…
1y analysis · Full analysis span regression · 6 months rolling