+351.3%
DAL vs CPB
+0.8%
+350.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +2.7% |
| 7D | +0.1% | -8.6% | +8.7% | +2.4% |
| 30D | -13.9% | -7.2% | -6.7% | -12.4% |
| 3M | +1.1% | +0.9% | +0.2% | +0.2% |
| 6M | +26.2% | -11.8% | +38.1% | +29.5% |
| YTD | +16.4% | -19.4% | +35.8% | +22.0% |
| 1Y | +33.9% | -30.4% | +64.2% | +45.7% |
| 3Y | +93.4% | -40.2% | +133.5% | +115.3% |
| 5Y | +106.4% | -39.5% | +145.9% | +122.8% |
| 10Y | +143.0% | -47.4% | +190.4% | +159.3% |
| All | +351.3% | +0.8% | +350.5% | +151.8% |
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