+121.4%
DAL vs CHRW
+131.8%
-10.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -2.1% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | +14.3% | -4.3% | +18.6% | +15.6% |
| 3M | +1.3% | -7.4% | +8.7% | +3.0% |
| 6M | +29.3% | -20.7% | +50.0% | +35.7% |
| YTD | +33.0% | -15.9% | +48.9% | +35.5% |
| 1Y | +59.8% | -9.9% | +69.7% | +59.0% |
| 3Y | +177.2% | +79.0% | +98.2% | +106.3% |
| 5Y | +118.4% | +61.3% | +57.0% | +65.5% |
| 10Y | +121.4% | +128.5% | -7.1% | +45.6% |
| All | +121.4% | +131.8% | -10.4% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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