+518.2%
CEG vs DAL
+129.3%
+388.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +3.6% |
| 7D | -4.7% | +8.8% | -13.5% | -7.7% |
| 30D | -16.6% | +5.4% | -22.0% | -18.4% |
| 3M | -4.1% | -4.9% | +0.8% | -2.9% |
| 6M | -22.3% | +19.8% | -42.2% | -27.8% |
| YTD | -28.9% | +27.0% | -55.9% | -35.8% |
| 1Y | -28.5% | +52.5% | -80.9% | -39.4% |
| 3Y | +104.3% | +173.8% | -69.6% | +45.3% |
| All | +518.2% | +129.3% | +388.9% | +357.2% |
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