+381.8%
DAL vs CPB
+10.5%
+371.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.1% | -4.5% |
| 7D | +4.6% | +11.6% | -7.0% | +1.6% |
| 30D | +2.3% | +23.3% | -21.0% | -3.3% |
| 3M | -8.1% | +1.6% | -9.7% | -8.9% |
| 6M | +21.4% | +13.9% | +7.5% | +16.1% |
| YTD | +24.3% | -11.7% | +36.0% | +26.7% |
| 1Y | +47.4% | -18.2% | +65.6% | +53.4% |
| 3Y | +164.6% | -35.2% | +199.8% | +188.6% |
| 5Y | +100.2% | -30.5% | +130.8% | +107.1% |
| 10Y | +124.9% | -37.1% | +162.0% | +120.1% |
| All | +381.8% | +10.5% | +371.4% | +161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling