+326.0%
CAT vs DAL
+106.7%
+219.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.1% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -6.6% | -13.9% | +7.4% | -1.6% |
| 3M | -13.3% | +1.1% | -14.4% | -13.7% |
| 6M | +11.6% | +26.2% | -14.6% | +2.6% |
| YTD | +42.9% | +16.4% | +26.5% | +34.4% |
| 1Y | +95.4% | +33.9% | +61.6% | +75.0% |
| 3Y | +196.6% | +93.4% | +103.2% | +124.0% |
| All | +326.0% | +106.7% | +219.3% | +202.1% |
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