+95.9%
CEG vs DAL
+162.4%
-66.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.9% | -0.7% |
| 7D | -9.4% | +4.6% | -14.0% | -11.4% |
| 30D | -20.2% | +2.3% | -22.5% | -21.3% |
| 3M | -9.5% | -8.1% | -1.4% | -6.9% |
| 6M | -25.0% | +21.4% | -46.4% | -31.8% |
| YTD | -31.9% | +24.3% | -56.2% | -39.4% |
| 1Y | -33.7% | +47.4% | -81.0% | -45.4% |
| All | +95.9% | +162.4% | -66.5% | +45.8% |
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