+1,126.5%
CAT vs DAL
+359.0%
+767.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.3% | -2.0% | -5.3% |
| 7D | -14.5% | +4.6% | -19.0% | -15.6% |
| 30D | -35.7% | +2.3% | -38.0% | -36.3% |
| 3M | -36.3% | -8.1% | -28.2% | -35.1% |
| 6M | -38.5% | +21.4% | -60.0% | -41.9% |
| YTD | -2.5% | +24.3% | -26.8% | -8.6% |
| 1Y | -1.9% | +47.4% | -49.3% | -12.0% |
| 3Y | +139.2% | +164.6% | -25.4% | +80.7% |
| 5Y | +192.1% | +100.2% | +91.9% | +130.9% |
| 10Y | +732.3% | +124.9% | +607.4% | +504.0% |
| All | +1,126.5% | +359.0% | +767.5% | +476.3% |
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 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