+104.3%
DAL vs CNH
+106.0%
-1.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.1% | +3.0% | -4.1% | -3.0% |
| 30D | +12.8% | -0.6% | +13.4% | +12.8% |
| 3M | -5.3% | +14.6% | -19.9% | -14.7% |
| 6M | +22.4% | +11.8% | +10.6% | +10.3% |
| YTD | +25.6% | +30.4% | -4.8% | +1.7% |
| 1Y | +45.5% | +19.1% | +26.4% | +24.1% |
| 3Y | +161.0% | +30.2% | +130.8% | +103.7% |
| 5Y | +112.2% | -17.8% | +130.1% | +111.2% |
| All | +104.3% | +106.0% | -1.7% | +16.4% |
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