+86.5%
DAL vs CAI
-6.6%
+93.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.2% | +2.5% |
| 7D | +8.8% | -26.5% | +35.3% | +12.0% |
| 30D | +5.4% | -6.9% | +12.3% | +6.0% |
| 3M | -4.9% | +26.1% | -31.1% | -7.9% |
| 6M | +19.8% | +31.9% | -12.0% | +14.2% |
| YTD | +27.0% | -6.5% | +33.5% | +22.6% |
| 1Y | +52.5% | +2.5% | +49.9% | +46.8% |
| All | +86.5% | -6.6% | +93.1% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling