+639.8%
DAL vs CPAY
+1,565.5%
-925.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.2% |
| 7D | +0.1% | +2.1% | -2.0% | -1.0% |
| 30D | -13.9% | +5.5% | -19.5% | -16.5% |
| 3M | +1.1% | +16.6% | -15.5% | -7.6% |
| 6M | +26.2% | +26.7% | -0.4% | +8.8% |
| YTD | +16.4% | +38.4% | -21.9% | -5.6% |
| 1Y | +33.9% | +30.1% | +3.7% | +11.4% |
| 3Y | +93.4% | +52.6% | +40.8% | +46.2% |
| 5Y | +106.4% | +59.0% | +47.4% | +50.7% |
| 10Y | +143.0% | +148.4% | -5.4% | +45.5% |
| All | +639.8% | +1,565.5% | -925.7% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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