+122.8%
DAL vs CPB
-38.3%
+161.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.2% |
| 7D | +8.8% | +8.0% | +0.8% | +8.5% |
| 30D | +5.4% | +22.4% | -17.0% | +4.6% |
| 3M | -4.9% | +2.5% | -7.5% | -5.1% |
| 6M | +19.8% | +12.2% | +7.6% | +19.1% |
| YTD | +27.0% | -12.8% | +39.8% | +27.2% |
| 1Y | +52.5% | -19.2% | +71.6% | +53.2% |
| 3Y | +173.8% | -35.6% | +209.4% | +176.8% |
| 5Y | +104.5% | -31.4% | +136.0% | +105.9% |
| All | +122.8% | -38.3% | +161.1% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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