+168.1%
DAL vs CNH
+4.2%
+163.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.4% | -2.7% |
| 7D | +4.6% | -0.4% | +4.9% | +4.7% |
| 30D | +2.3% | -15.2% | +17.5% | +9.5% |
| 3M | -8.1% | +4.3% | -12.4% | -11.6% |
| 6M | +21.4% | +10.1% | +11.4% | +12.7% |
| YTD | +24.3% | +23.2% | +1.1% | +7.3% |
| 1Y | +47.4% | +8.5% | +38.9% | +35.5% |
| All | +168.1% | +4.2% | +163.9% | +150.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling