+122.8%
DAL vs CHRW
+127.5%
-4.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.9% |
| 7D | +8.8% | +0.6% | +8.2% | +8.6% |
| 30D | +5.4% | -7.3% | +12.7% | +7.6% |
| 3M | -4.9% | -14.2% | +9.2% | -1.0% |
| 6M | +19.8% | -25.1% | +44.9% | +28.1% |
| YTD | +27.0% | -21.2% | +48.2% | +32.0% |
| 1Y | +52.5% | -14.2% | +66.6% | +53.9% |
| 3Y | +173.8% | +63.5% | +110.3% | +110.0% |
| 5Y | +104.5% | +49.6% | +54.9% | +58.8% |
| All | +122.8% | +127.5% | -4.7% | +49.2% |
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