+403.7%
DAL vs CP
+824.6%
-420.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.5% | +3.7% | +5.0% |
| 7D | +11.1% | +5.6% | +5.5% | +7.4% |
| 30D | +7.7% | +10.0% | -2.3% | +1.5% |
| 3M | -3.5% | +4.4% | -7.9% | -6.2% |
| 6M | +31.3% | +14.1% | +17.2% | +20.4% |
| YTD | +30.0% | +29.1% | +0.9% | +9.5% |
| 1Y | +62.1% | +34.6% | +27.5% | +33.1% |
| 3Y | +176.6% | +29.8% | +146.9% | +131.1% |
| 5Y | +126.2% | +28.7% | +97.5% | +86.2% |
| 10Y | +135.1% | +267.3% | -132.2% | -2.4% |
| All | +403.7% | +824.6% | -420.8% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling