+118.4%
DAL vs CB
+105.3%
+13.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +2.3% | -1.0% | +3.4% | +2.8% |
| 30D | +14.3% | +7.3% | +7.0% | +10.7% |
| 3M | +1.3% | +7.0% | -5.7% | -1.9% |
| 6M | +29.3% | +16.3% | +12.9% | +19.2% |
| YTD | +33.0% | +19.7% | +13.3% | +20.2% |
| 1Y | +59.8% | +27.8% | +32.1% | +39.1% |
| 3Y | +177.2% | +72.0% | +105.2% | +93.1% |
| 5Y | +118.4% | +104.9% | +13.5% | +27.0% |
| All | +118.4% | +105.3% | +13.1% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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