+1,698.9%
CAT vs DAL
+329.9%
+1,369.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -6.6% | -13.9% | +7.4% | -2.9% |
| 3M | -13.3% | +1.1% | -14.4% | -13.6% |
| 6M | +11.6% | +26.2% | -14.6% | +4.9% |
| YTD | +42.9% | +16.4% | +26.5% | +36.7% |
| 1Y | +95.4% | +33.9% | +61.6% | +80.1% |
| 3Y | +196.6% | +93.4% | +103.2% | +142.7% |
| 5Y | +321.7% | +106.4% | +215.3% | +231.3% |
| 10Y | +1,140.8% | +143.0% | +997.8% | +790.8% |
| All | +1,698.9% | +329.9% | +1,369.0% | +762.2% |
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