+492.8%
CEG vs DAL
+124.5%
+368.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.9% | -1.0% |
| 7D | -9.4% | +4.6% | -14.0% | -11.1% |
| 30D | -20.2% | +2.3% | -22.5% | -21.2% |
| 3M | -9.5% | -8.1% | -1.4% | -7.3% |
| 6M | -25.0% | +21.4% | -46.4% | -30.6% |
| YTD | -31.9% | +24.3% | -56.2% | -38.0% |
| 1Y | -33.7% | +47.4% | -81.0% | -43.2% |
| 3Y | +108.7% | +164.6% | -55.9% | +49.9% |
| All | +492.8% | +124.5% | +368.2% | +341.4% |
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