+97.4%
DAL vs CPNG
-74.1%
+171.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.5% | +5.1% |
| 7D | +10.0% | +11.7% | -1.7% | +7.3% |
| 30D | +12.0% | +3.8% | +8.2% | +11.1% |
| 3M | +0.8% | +1.2% | -0.4% | +0.3% |
| 6M | +26.2% | -3.3% | +29.5% | +26.0% |
| YTD | +33.7% | -30.4% | +64.1% | +42.1% |
| 1Y | +57.6% | -43.1% | +100.7% | +75.0% |
| 3Y | +183.5% | +8.2% | +175.2% | +168.3% |
| 5Y | +114.2% | -44.7% | +158.9% | +108.6% |
| All | +97.4% | -74.1% | +171.5% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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