+145.3%
DAL vs CNH
+162.8%
-17.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | -0.5% |
| 7D | +0.1% | +23.3% | -23.2% | -11.6% |
| 30D | -13.9% | +33.5% | -47.4% | -27.9% |
| 3M | +1.1% | +32.7% | -31.6% | -15.6% |
| 6M | +26.2% | +22.2% | +4.1% | +9.3% |
| YTD | +16.4% | +57.7% | -41.3% | -14.1% |
| 1Y | +33.9% | +28.0% | +5.9% | +11.3% |
| 3Y | +93.4% | +11.5% | +81.8% | +68.6% |
| 5Y | +106.4% | +11.9% | +94.5% | +72.6% |
| All | +145.3% | +162.8% | -17.5% | +23.4% |
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