+122.8%
DAL vs CP
+253.8%
-131.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +3.3% |
| 7D | +8.8% | +2.8% | +6.0% | +7.0% |
| 30D | +5.4% | +10.2% | -4.8% | -1.0% |
| 3M | -4.9% | +2.4% | -7.3% | -6.5% |
| 6M | +19.8% | +7.7% | +12.2% | +13.6% |
| YTD | +27.0% | +26.0% | +1.0% | +7.8% |
| 1Y | +52.5% | +34.6% | +17.8% | +23.9% |
| 3Y | +173.8% | +26.7% | +147.2% | +129.6% |
| 5Y | +104.5% | +24.9% | +79.6% | +68.8% |
| All | +122.8% | +253.8% | -131.0% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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