+100.2%
DAL vs CI
+54.1%
+46.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.1% | -4.1% |
| 7D | +4.6% | +1.0% | +3.5% | +4.4% |
| 30D | +2.3% | +9.9% | -7.6% | +0.3% |
| 3M | -8.1% | +12.1% | -20.2% | -10.4% |
| 6M | +21.4% | +10.6% | +10.8% | +18.2% |
| YTD | +24.3% | +11.4% | +12.9% | +20.5% |
| 1Y | +47.4% | +18.8% | +28.6% | +40.7% |
| 3Y | +164.6% | +2.9% | +161.8% | +155.8% |
| 5Y | +100.2% | +54.5% | +45.7% | +46.2% |
| All | +100.2% | +54.1% | +46.1% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling