+183.3%
CAT vs DAL
+101.3%
+81.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.2% |
| 7D | -10.3% | +8.8% | -19.1% | -13.1% |
| 30D | -31.2% | +5.4% | -36.6% | -32.7% |
| 3M | -34.7% | -4.9% | -29.7% | -33.8% |
| 6M | -39.5% | +19.8% | -59.3% | -43.6% |
| YTD | -1.7% | +27.0% | -28.6% | -10.8% |
| 1Y | -1.1% | +52.5% | -53.6% | -15.8% |
| 3Y | +143.9% | +173.8% | -30.0% | +61.9% |
| All | +183.3% | +101.3% | +81.9% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling