+381.8%
DAL vs CHRW
+253.2%
+128.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -2.2% |
| 7D | +4.6% | +0.7% | +3.9% | +4.2% |
| 30D | +2.3% | -5.0% | +7.3% | +4.5% |
| 3M | -8.1% | -16.1% | +8.0% | -0.9% |
| 6M | +21.4% | -22.6% | +44.1% | +32.8% |
| YTD | +24.3% | -19.3% | +43.6% | +30.2% |
| 1Y | +47.4% | -14.9% | +62.3% | +49.9% |
| 3Y | +164.6% | +68.0% | +96.6% | +69.2% |
| 5Y | +100.2% | +53.2% | +47.1% | +28.6% |
| 10Y | +124.9% | +134.8% | -9.9% | -2.6% |
| All | +381.8% | +253.2% | +128.6% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling