-34.0%
CCL vs DAL
+108.0%
-142.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | 0.0% |
| 7D | -1.2% | -1.1% | -0.1% | -0.2% |
| 30D | +13.1% | +12.8% | +0.3% | +0.4% |
| 3M | +3.4% | -5.3% | +8.6% | +8.5% |
| 6M | +18.7% | +22.4% | -3.6% | -3.1% |
| YTD | -2.3% | +25.6% | -27.9% | -22.4% |
| 1Y | +14.2% | +45.5% | -31.3% | -21.9% |
| 3Y | +133.6% | +161.0% | -27.4% | -23.3% |
| 5Y | +33.5% | +112.2% | -78.7% | -42.5% |
| All | -34.0% | +108.0% | -142.1% | -68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling