+128.1%
DAL vs CI
+158.0%
-29.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.0% |
| 7D | +10.0% | +0.1% | +9.9% | +10.0% |
| 30D | +12.0% | +4.7% | +7.4% | +10.0% |
| 3M | +0.8% | +5.2% | -4.4% | -1.4% |
| 6M | +26.2% | +3.8% | +22.4% | +23.2% |
| YTD | +33.7% | +9.2% | +24.5% | +27.4% |
| 1Y | +57.6% | +14.3% | +43.3% | +47.3% |
| 3Y | +183.5% | +8.4% | +175.0% | +155.2% |
| 5Y | +114.2% | +50.0% | +64.1% | +59.8% |
| 10Y | +128.1% | +142.2% | -14.1% | +33.3% |
| All | +128.1% | +158.0% | -29.9% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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