+381.8%
DAL vs CNP
+344.8%
+37.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -2.9% |
| 7D | +4.6% | -5.3% | +9.9% | +7.7% |
| 30D | +2.3% | +3.7% | -1.3% | 0.0% |
| 3M | -8.1% | -1.1% | -7.0% | -7.9% |
| 6M | +21.4% | -7.1% | +28.5% | +25.5% |
| YTD | +24.3% | +6.0% | +18.3% | +18.1% |
| 1Y | +47.4% | +5.2% | +42.2% | +40.4% |
| 3Y | +164.6% | +57.5% | +107.1% | +92.3% |
| 5Y | +100.2% | +70.0% | +30.2% | +36.7% |
| 10Y | +124.9% | +137.8% | -12.9% | +14.7% |
| All | +381.8% | +344.8% | +37.0% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling