+145.3%
DAL vs CP
+220.9%
-75.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +0.1% | -2.7% | +2.8% | +1.9% |
| 30D | -13.9% | +0.2% | -14.1% | -14.1% |
| 3M | +1.1% | +2.6% | -1.5% | -1.0% |
| 6M | +26.2% | +6.0% | +20.3% | +20.8% |
| YTD | +16.4% | +24.9% | -8.5% | -0.5% |
| 1Y | +33.9% | +20.1% | +13.7% | +17.1% |
| 3Y | +93.4% | +16.4% | +77.0% | +71.3% |
| 5Y | +106.4% | +31.7% | +74.6% | +64.0% |
| All | +145.3% | +220.9% | -75.6% | +14.4% |
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