+109.5%
DAL vs CNC
+5.3%
+104.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.9% |
| 7D | +0.1% | +3.5% | -3.4% | -0.2% |
| 30D | -13.9% | +0.1% | -14.0% | -14.0% |
| 3M | +1.1% | +6.9% | -5.8% | +0.2% |
| 6M | +26.2% | +49.0% | -22.8% | +20.1% |
| YTD | +16.4% | +62.9% | -46.5% | +9.3% |
| 1Y | +33.9% | +134.0% | -100.1% | +19.7% |
| 3Y | +93.4% | +9.4% | +84.0% | +81.9% |
| All | +109.5% | +5.3% | +104.2% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling