+122.8%
DAL vs CF
+561.7%
-438.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | +8.8% | -3.2% | +12.0% | +9.5% |
| 30D | +5.4% | +4.3% | +1.1% | +3.6% |
| 3M | -4.9% | +2.8% | -7.7% | -6.9% |
| 6M | +19.8% | +0.6% | +19.2% | +16.4% |
| YTD | +27.0% | +56.6% | -29.6% | +1.1% |
| 1Y | +52.5% | +49.6% | +2.8% | +23.3% |
| 3Y | +173.8% | +61.5% | +112.4% | +105.6% |
| 5Y | +104.5% | +124.0% | -19.4% | +16.4% |
| All | +122.8% | +561.7% | -438.9% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling