+40.5%
CVS vs DAL
+128.9%
-88.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -1.6% | +3.4% | -4.9% | -2.1% |
| 30D | +0.4% | -13.6% | +13.9% | +2.8% |
| 3M | -0.4% | +1.2% | -1.6% | -0.9% |
| 6M | +25.1% | +34.5% | -9.3% | +18.2% |
| YTD | +23.9% | +14.7% | +9.2% | +19.9% |
| 1Y | +41.1% | +29.2% | +11.8% | +33.3% |
| 3Y | +63.6% | +100.0% | -36.4% | +38.8% |
| 5Y | +31.5% | +106.3% | -74.8% | +7.8% |
| 10Y | +40.5% | +126.4% | -85.9% | +11.2% |
| All | +40.5% | +128.9% | -88.4% | +11.2% |
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