+122.8%
DAL vs CI
+166.5%
-43.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +3.2% |
| 7D | +8.8% | -1.6% | +10.4% | +9.5% |
| 30D | +5.4% | +5.4% | 0.0% | +3.2% |
| 3M | -4.9% | +7.3% | -12.2% | -7.7% |
| 6M | +19.8% | +5.3% | +14.5% | +16.3% |
| YTD | +27.0% | +8.5% | +18.5% | +21.3% |
| 1Y | +52.5% | +17.1% | +35.3% | +41.0% |
| 3Y | +173.8% | +1.4% | +172.4% | +154.4% |
| 5Y | +104.5% | +50.5% | +54.1% | +52.3% |
| All | +122.8% | +166.5% | -43.7% | +27.1% |
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