+392.2%
DAL vs CNI
+596.8%
-204.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +3.7% |
| 7D | +8.8% | +0.3% | +8.5% | +8.6% |
| 30D | +5.4% | +7.2% | -1.8% | -0.2% |
| 3M | -4.9% | -1.3% | -3.6% | -4.0% |
| 6M | +19.8% | +11.8% | +8.1% | +9.1% |
| YTD | +27.0% | +27.7% | -0.7% | +2.6% |
| 1Y | +52.5% | +33.5% | +19.0% | +18.6% |
| 3Y | +173.8% | +19.3% | +154.5% | +131.5% |
| 5Y | +104.5% | +3.1% | +101.4% | +91.4% |
| 10Y | +129.7% | +141.2% | -11.5% | +2.6% |
| All | +392.2% | +596.8% | -204.6% | -20.0% |
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