+85.1%
DAL vs CAI
-11.3%
+96.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.2% | -3.1% | -5.0% |
| 7D | +1.4% | -8.0% | +9.3% | +2.2% |
| 30D | +9.1% | -18.9% | +27.9% | +11.2% |
| 3M | -3.5% | +7.6% | -11.1% | -4.7% |
| 6M | +23.4% | +43.0% | -19.6% | +16.8% |
| YTD | +26.0% | -11.2% | +37.2% | +22.3% |
| 1Y | +44.6% | -3.3% | +47.9% | +40.0% |
| All | +85.1% | -11.3% | +96.4% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling