+100.2%
DAL vs CF
+125.5%
-25.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.2% | -10.5% | -4.5% |
| 7D | +4.6% | +0.4% | +4.2% | +4.5% |
| 30D | +2.3% | +2.2% | +0.1% | +2.2% |
| 3M | -8.1% | +2.1% | -10.2% | -8.3% |
| 6M | +21.4% | -6.5% | +28.0% | +21.5% |
| YTD | +24.3% | +55.6% | -31.2% | +15.1% |
| 1Y | +47.4% | +42.3% | +5.1% | +38.2% |
| 3Y | +164.6% | +55.7% | +108.9% | +139.1% |
| 5Y | +100.2% | +122.4% | -22.2% | +51.2% |
| All | +100.2% | +125.5% | -25.2% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling