+441.9%
CARR vs DAL
+255.5%
+186.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.5% |
| 7D | +1.6% | +0.1% | +1.4% | +1.5% |
| 30D | -8.7% | -13.9% | +5.2% | -4.0% |
| 3M | -12.6% | +1.1% | -13.6% | -13.1% |
| 6M | -1.5% | +26.2% | -27.8% | -9.6% |
| YTD | +14.3% | +16.4% | -2.1% | +7.3% |
| 1Y | -4.6% | +33.9% | -38.4% | -15.0% |
| 3Y | +7.3% | +93.4% | -86.0% | -19.4% |
| 5Y | +11.6% | +106.4% | -94.7% | -21.2% |
| All | +441.9% | +255.5% | +186.4% | +179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling