+161.0%
DAL vs CAH
+180.6%
-19.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -1.1% | +3.5% | -4.5% | -1.5% |
| 30D | +12.8% | +13.5% | -0.6% | +11.3% |
| 3M | -5.3% | +21.8% | -27.1% | -7.2% |
| 6M | +22.4% | +51.5% | -29.2% | +17.9% |
| YTD | +25.6% | +38.1% | -12.5% | +22.0% |
| 1Y | +45.5% | +37.7% | +7.8% | +41.3% |
| 3Y | +161.0% | +179.6% | -18.7% | +126.3% |
| All | +161.0% | +180.6% | -19.6% | +126.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling