-65.0%
CBRS vs DAL
+20.4%
-85.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.3% | +11.6% | +11.3% |
| 7D | +21.2% | -1.1% | +22.3% | +21.5% |
| 30D | -23.2% | +12.8% | -36.0% | -24.0% |
| 3M | -52.9% | -5.3% | -47.7% | -54.3% |
| All | -65.0% | +20.4% | -85.5% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling