+351.3%
DAL vs CB
+729.3%
-378.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +3.2% |
| 7D | +0.1% | +0.5% | -0.4% | -0.3% |
| 30D | -13.9% | -3.1% | -10.8% | -12.0% |
| 3M | +1.1% | +9.0% | -7.9% | -6.1% |
| 6M | +26.2% | +2.9% | +23.4% | +21.7% |
| YTD | +16.4% | +10.1% | +6.3% | +6.4% |
| 1Y | +33.9% | +22.8% | +11.1% | +12.0% |
| 3Y | +93.4% | +73.8% | +19.6% | +20.7% |
| 5Y | +106.4% | +99.2% | +7.2% | +14.8% |
| 10Y | +143.0% | +218.2% | -75.2% | -7.1% |
| All | +351.3% | +729.3% | -378.0% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling