+122.8%
DAL vs CNH
+116.5%
+6.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +0.6% |
| 7D | +8.8% | -1.7% | +10.5% | +9.9% |
| 30D | +5.4% | -7.2% | +12.6% | +9.4% |
| 3M | -4.9% | +6.5% | -11.5% | -10.5% |
| 6M | +19.8% | +7.9% | +12.0% | +10.5% |
| YTD | +27.0% | +26.6% | +0.4% | +4.8% |
| 1Y | +52.5% | +13.8% | +38.7% | +33.5% |
| 3Y | +173.8% | +9.2% | +164.7% | +136.7% |
| 5Y | +104.5% | -15.6% | +120.1% | +99.9% |
| All | +122.8% | +116.5% | +6.3% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling