+403.7%
DAL vs CI
+564.0%
-160.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.4% | +3.8% | +5.8% |
| 7D | +11.1% | +3.5% | +7.5% | +9.5% |
| 30D | +7.7% | +12.6% | -4.9% | +2.5% |
| 3M | -3.5% | +12.1% | -15.6% | -8.2% |
| 6M | +31.3% | +10.6% | +20.7% | +24.7% |
| YTD | +30.0% | +12.8% | +17.1% | +21.8% |
| 1Y | +62.1% | +18.0% | +44.1% | +48.7% |
| 3Y | +176.6% | +4.2% | +172.4% | +153.7% |
| 5Y | +126.2% | +57.2% | +68.9% | +69.3% |
| 10Y | +135.1% | +179.3% | -44.2% | +30.4% |
| All | +403.7% | +564.0% | -160.3% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling