+37.2%
CVS vs DAL
+127.0%
-89.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.8% |
| 7D | -7.1% | +8.8% | -15.9% | -8.6% |
| 30D | -4.0% | +5.4% | -9.4% | -5.1% |
| 3M | -12.2% | -4.9% | -7.3% | -11.9% |
| 6M | -2.2% | +19.8% | -22.0% | -5.8% |
| YTD | +8.9% | +27.0% | -18.1% | +3.3% |
| 1Y | +9.9% | +52.5% | -42.6% | +0.8% |
| 3Y | +32.1% | +173.8% | -141.8% | +5.7% |
| 5Y | +5.7% | +104.5% | -98.9% | -13.0% |
| All | +37.2% | +127.0% | -89.8% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling