+392.2%
DAL vs CNC
+1,184.3%
-792.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.1% | +3.8% |
| 7D | +8.8% | +1.9% | +6.9% | +8.1% |
| 30D | +5.4% | +7.3% | -1.9% | +3.2% |
| 3M | -4.9% | +8.6% | -13.6% | -7.5% |
| 6M | +19.8% | +26.0% | -6.2% | +11.3% |
| YTD | +27.0% | +69.5% | -42.5% | +6.6% |
| 1Y | +52.5% | +88.0% | -35.5% | +23.9% |
| 3Y | +173.8% | -2.9% | +176.8% | +149.4% |
| 5Y | +104.5% | -6.0% | +110.5% | +84.6% |
| 10Y | +129.7% | +126.4% | +3.3% | +45.1% |
| All | +392.2% | +1,184.3% | -792.1% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling