+122.8%
DAL vs CNP
+138.0%
-15.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.4% | +1.3% |
| 7D | +8.8% | -4.2% | +13.0% | +11.0% |
| 30D | +5.4% | +5.5% | -0.1% | +2.4% |
| 3M | -4.9% | +0.6% | -5.5% | -5.5% |
| 6M | +19.8% | -2.8% | +22.7% | +20.7% |
| YTD | +27.0% | +7.9% | +19.1% | +20.3% |
| 1Y | +52.5% | +6.7% | +45.8% | +45.0% |
| 3Y | +173.8% | +61.1% | +112.7% | +102.5% |
| 5Y | +104.5% | +73.0% | +31.6% | +43.2% |
| All | +122.8% | +138.0% | -15.2% | +24.2% |
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