+121.4%
DAL vs CNP
+142.1%
-20.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +2.3% | -0.1% | +2.4% | +2.4% |
| 30D | +14.3% | +5.0% | +9.3% | +11.3% |
| 3M | +1.3% | +2.7% | -1.4% | -0.4% |
| 6M | +29.3% | -1.9% | +31.2% | +29.6% |
| YTD | +33.0% | +8.8% | +24.2% | +25.5% |
| 1Y | +59.8% | +5.6% | +54.2% | +52.9% |
| 3Y | +177.2% | +63.2% | +114.0% | +103.5% |
| 5Y | +118.4% | +73.8% | +44.6% | +52.5% |
| 10Y | +121.4% | +144.0% | -22.6% | +16.2% |
| All | +121.4% | +142.1% | -20.7% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling