+100.2%
DAL vs CNH
-17.9%
+118.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.4% | -2.4% |
| 7D | +4.6% | -0.4% | +4.9% | +4.7% |
| 30D | +2.3% | -15.2% | +17.5% | +10.6% |
| 3M | -8.1% | +4.3% | -12.4% | -12.1% |
| 6M | +21.4% | +10.1% | +11.4% | +11.6% |
| YTD | +24.3% | +23.2% | +1.1% | +5.7% |
| 1Y | +47.4% | +8.5% | +38.9% | +34.0% |
| 3Y | +164.6% | +4.1% | +160.5% | +139.1% |
| 5Y | +100.2% | -17.8% | +118.1% | +96.2% |
| All | +100.2% | -17.9% | +118.1% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling