+593.1%
CEG vs DAL
+126.9%
+466.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | +12.1% | -1.1% | +13.2% | +12.5% |
| 30D | +0.2% | +12.8% | -12.6% | -4.3% |
| 3M | +0.7% | -5.3% | +6.0% | +2.1% |
| 6M | +2.2% | +22.4% | -20.1% | -5.6% |
| YTD | -20.3% | +25.6% | -45.9% | -27.8% |
| 1Y | -16.1% | +45.5% | -61.6% | -27.8% |
| 3Y | +134.7% | +161.0% | -26.3% | +68.9% |
| All | +593.1% | +126.9% | +466.2% | +414.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling