+98.5%
DAL vs CNH
+9.6%
+88.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | 0.0% |
| 7D | +0.1% | +23.3% | -23.2% | -9.4% |
| 30D | -13.9% | +33.5% | -47.4% | -25.3% |
| 3M | +1.1% | +32.7% | -31.6% | -12.5% |
| 6M | +26.2% | +22.2% | +4.1% | +13.0% |
| YTD | +16.4% | +57.7% | -41.3% | -9.5% |
| 1Y | +33.9% | +28.0% | +5.9% | +15.9% |
| All | +98.5% | +9.6% | +88.9% | +68.5% |
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