+639.5%
CEG vs DAL
+110.3%
+529.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.1% | +4.3% |
| 7D | +8.0% | +0.1% | +7.9% | +8.0% |
| 30D | +12.9% | -13.9% | +26.9% | +18.8% |
| 3M | +13.2% | +1.1% | +12.1% | +12.1% |
| 6M | -7.0% | +26.2% | -33.2% | -15.1% |
| YTD | -15.0% | +16.4% | -31.4% | -20.6% |
| 1Y | -2.7% | +33.9% | -36.6% | -13.7% |
| 3Y | +184.1% | +93.4% | +90.7% | +121.2% |
| All | +639.5% | +110.3% | +529.2% | +465.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling