+145.3%
DAL vs CHRW
+160.8%
-15.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.5% |
| 7D | +0.1% | -1.4% | +1.5% | +0.6% |
| 30D | -13.9% | -3.5% | -10.5% | -13.1% |
| 3M | +1.1% | -19.4% | +20.5% | +6.7% |
| 6M | +26.2% | -21.4% | +47.6% | +33.8% |
| YTD | +16.4% | -7.1% | +23.6% | +15.8% |
| 1Y | +33.9% | +17.8% | +16.0% | +21.0% |
| 3Y | +93.4% | +78.8% | +14.6% | +45.7% |
| 5Y | +106.4% | +83.5% | +22.8% | +49.7% |
| All | +145.3% | +160.8% | -15.5% | +47.7% |
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