+121.4%
DAL vs CI
+149.2%
-27.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +2.3% | -1.3% | +3.6% | +2.8% |
| 30D | +14.3% | +6.4% | +7.9% | +11.6% |
| 3M | +1.3% | +10.7% | -9.4% | -2.8% |
| 6M | +29.3% | +5.5% | +23.8% | +25.5% |
| YTD | +33.0% | +11.4% | +21.6% | +25.7% |
| 1Y | +59.8% | +15.0% | +44.8% | +49.1% |
| 3Y | +177.2% | +9.0% | +168.2% | +149.4% |
| 5Y | +118.4% | +52.0% | +66.4% | +62.2% |
| 10Y | +121.4% | +150.9% | -29.5% | +26.1% |
| All | +121.4% | +149.2% | -27.7% | +26.1% |
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