+132.2%
DAL vs CAH
+305.1%
-172.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +0.1% | +5.4% | -5.3% | -1.8% |
| 30D | -13.9% | +3.3% | -17.2% | -15.0% |
| 3M | +1.1% | +22.8% | -21.7% | -6.4% |
| 6M | +26.2% | +11.3% | +15.0% | +20.9% |
| YTD | +16.4% | +21.1% | -4.7% | +7.5% |
| 1Y | +33.9% | +67.2% | -33.4% | +7.8% |
| 3Y | +93.4% | +195.6% | -102.2% | +19.5% |
| 5Y | +106.4% | +413.8% | -307.5% | -1.1% |
| All | +132.2% | +305.1% | -172.9% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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