+100.2%
DAL vs CP
+27.2%
+73.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.7% | -3.9% |
| 7D | +4.6% | +6.1% | -1.5% | +0.8% |
| 30D | +2.3% | +9.8% | -7.4% | -3.5% |
| 3M | -8.1% | +2.7% | -10.8% | -9.7% |
| 6M | +21.4% | +12.8% | +8.6% | +11.9% |
| YTD | +24.3% | +28.2% | -3.8% | +4.6% |
| 1Y | +47.4% | +34.1% | +13.2% | +20.3% |
| 3Y | +164.6% | +28.9% | +135.7% | +119.2% |
| 5Y | +100.2% | +27.1% | +73.2% | +65.6% |
| All | +100.2% | +27.2% | +73.0% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling