+135.1%
DAL vs CF
+542.5%
-407.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -4.4% | +11.5% | +8.4% |
| 7D | +11.1% | -6.9% | +17.9% | +13.1% |
| 30D | +7.7% | -3.7% | +11.5% | +8.5% |
| 3M | -3.5% | -5.0% | +1.4% | -3.2% |
| 6M | +31.3% | -10.5% | +41.8% | +32.2% |
| YTD | +30.0% | +46.5% | -16.6% | +5.6% |
| 1Y | +62.1% | +34.8% | +27.3% | +35.7% |
| 3Y | +176.6% | +46.7% | +130.0% | +114.5% |
| 5Y | +126.2% | +112.0% | +14.2% | +30.7% |
| 10Y | +135.1% | +529.7% | -394.6% | -10.4% |
| All | +135.1% | +542.5% | -407.4% | -10.4% |
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