-38.5%
CAT vs DAL
+24.8%
-63.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.3% | -2.0% | -5.0% |
| 7D | -14.5% | +4.6% | -19.0% | -15.8% |
| 30D | -35.7% | +2.3% | -38.0% | -36.1% |
| 3M | -36.3% | -8.1% | -28.2% | -34.2% |
| 6M | -38.5% | +21.4% | -60.0% | -41.0% |
| All | -38.5% | +24.8% | -63.4% | -41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling