+45.5%
DAL vs CNC
+99.1%
-53.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.4% |
| 7D | -1.1% | +2.2% | -3.3% | -1.2% |
| 30D | +12.8% | +1.6% | +11.3% | +12.5% |
| 3M | -5.3% | +7.9% | -13.2% | -5.7% |
| 6M | +22.4% | +21.2% | +1.2% | +21.5% |
| YTD | +25.6% | +73.2% | -47.6% | +20.7% |
| 1Y | +45.5% | +97.5% | -52.0% | +33.1% |
| All | +45.5% | +99.1% | -53.6% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling