+351.3%
DAL vs CP
+795.1%
-443.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +0.1% | -2.7% | +2.8% | +1.8% |
| 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% | +21.1% |
| YTD | +16.4% | +24.9% | -8.5% | +0.2% |
| 1Y | +33.9% | +20.1% | +13.7% | +17.7% |
| 3Y | +93.4% | +16.4% | +77.0% | +72.8% |
| 5Y | +106.4% | +31.7% | +74.6% | +66.7% |
| 10Y | +143.0% | +223.9% | -80.9% | +8.7% |
| All | +351.3% | +795.1% | -443.8% | -14.7% |
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