+59.8%
DAL vs CAI
-0.4%
+60.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +2.3% | -26.3% | +28.6% | +6.2% |
| 30D | +14.3% | -17.5% | +31.8% | +16.8% |
| 3M | +1.3% | +5.8% | -4.5% | -0.4% |
| 6M | +29.3% | +53.6% | -24.4% | +17.5% |
| YTD | +33.0% | -9.2% | +42.2% | +30.6% |
| 1Y | +59.8% | -2.7% | +62.5% | +55.5% |
| All | +59.8% | -0.4% | +60.2% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling