+415.5%
DAL vs CNI
+616.5%
-201.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.4% |
| 7D | +2.3% | -1.1% | +3.4% | +3.3% |
| 30D | +14.3% | +7.6% | +6.7% | +8.0% |
| 3M | +1.3% | +1.6% | -0.3% | 0.0% |
| 6M | +29.3% | +16.6% | +12.7% | +13.8% |
| YTD | +33.0% | +31.3% | +1.7% | +5.1% |
| 1Y | +59.8% | +35.2% | +24.6% | +23.2% |
| 3Y | +177.2% | +21.5% | +155.7% | +131.1% |
| 5Y | +118.4% | +8.5% | +109.9% | +96.2% |
| 10Y | +121.4% | +142.9% | -21.5% | -1.5% |
| All | +415.5% | +616.5% | -201.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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