+100.2%
DAL vs CHRW
+48.6%
+51.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -3.3% |
| 7D | +4.6% | +0.7% | +3.9% | +4.4% |
| 30D | +2.3% | -5.0% | +7.3% | +3.5% |
| 3M | -8.1% | -16.1% | +8.0% | -4.4% |
| 6M | +21.4% | -22.6% | +44.1% | +27.1% |
| YTD | +24.3% | -19.3% | +43.6% | +27.5% |
| 1Y | +47.4% | -14.9% | +62.3% | +48.8% |
| 3Y | +164.6% | +68.0% | +96.6% | +108.6% |
| 5Y | +100.2% | +53.2% | +47.1% | +54.8% |
| All | +100.2% | +48.6% | +51.6% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling