+104.3%
DAL vs CHRW
+128.6%
-24.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -1.1% | +7.3% | -8.4% | -3.3% |
| 30D | +12.8% | -3.6% | +16.4% | +13.9% |
| 3M | -5.3% | -9.6% | +4.3% | -3.0% |
| 6M | +22.4% | -17.0% | +39.4% | +26.5% |
| YTD | +25.6% | -15.4% | +41.0% | +27.7% |
| 1Y | +45.5% | -10.0% | +55.5% | +44.8% |
| 3Y | +161.0% | +82.2% | +78.8% | +92.9% |
| 5Y | +112.2% | +59.4% | +52.9% | +61.8% |
| All | +104.3% | +128.6% | -24.3% | +33.3% |
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