+102.9%
DAL vs CPB
-30.5%
+133.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.2% |
| 7D | +8.8% | +8.0% | +0.8% | +8.3% |
| 30D | +5.4% | +22.4% | -17.0% | +4.3% |
| 3M | -4.9% | +3.8% | -8.8% | -5.3% |
| 6M | +19.8% | +13.7% | +6.2% | +18.8% |
| YTD | +27.0% | -11.7% | +38.7% | +27.2% |
| 1Y | +52.5% | -18.1% | +70.6% | +53.4% |
| 3Y | +173.8% | -34.7% | +208.6% | +177.4% |
| All | +102.9% | -30.5% | +133.4% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling