+674.0%
CAT vs DAL
+128.3%
+545.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -6.3% | +10.7% | -17.0% | -9.7% |
| 30D | -26.8% | +12.5% | -39.3% | -29.9% |
| 3M | -30.0% | +3.6% | -33.7% | -31.2% |
| 6M | -34.6% | +26.7% | -61.3% | -40.2% |
| YTD | +2.9% | +34.3% | -31.4% | -8.2% |
| 1Y | +3.3% | +59.1% | -55.9% | -13.2% |
| 3Y | +153.7% | +179.9% | -26.2% | +68.7% |
| 5Y | +207.3% | +119.1% | +88.1% | +114.1% |
| 10Y | +674.0% | +125.6% | +548.4% | +416.8% |
| All | +674.0% | +128.3% | +545.7% | +416.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling