+105.0%
DAL vs CP
+259.0%
-154.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.8% |
| 7D | +1.4% | +0.9% | +0.5% | +0.8% |
| 30D | +9.1% | +10.3% | -1.3% | +2.4% |
| 3M | -3.5% | +2.3% | -5.8% | -5.0% |
| 6M | +23.4% | +10.7% | +12.7% | +14.8% |
| YTD | +26.0% | +29.3% | -3.3% | +5.2% |
| 1Y | +44.6% | +31.5% | +13.2% | +19.4% |
| 3Y | +162.7% | +36.7% | +126.0% | +109.7% |
| 5Y | +113.0% | +26.8% | +86.2% | +74.0% |
| All | +105.0% | +259.0% | -154.0% | -12.0% |
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