+341.2%
DAL vs CNH
+33.9%
+307.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.3% | +7.2% |
| 7D | +11.1% | +6.5% | +4.6% | +7.5% |
| 30D | +7.7% | -12.0% | +19.7% | +14.2% |
| 3M | -3.5% | +4.4% | -7.9% | -7.6% |
| 6M | +31.3% | +15.7% | +15.6% | +18.1% |
| YTD | +30.0% | +28.2% | +1.7% | +9.4% |
| 1Y | +62.1% | +14.8% | +47.3% | +44.1% |
| 3Y | +176.6% | +8.3% | +168.3% | +146.8% |
| 5Y | +126.2% | -15.2% | +141.4% | +123.6% |
| 10Y | +135.1% | +122.0% | +13.1% | +46.7% |
| All | +341.2% | +33.9% | +307.3% | +206.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling