+69.3%
DAL vs CPNG
-76.7%
+146.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.8% |
| 7D | +3.4% | -6.3% | +9.6% | +4.9% |
| 30D | -13.6% | -8.7% | -4.8% | -11.9% |
| 3M | +1.2% | -2.4% | +3.6% | +1.1% |
| 6M | +34.5% | -22.3% | +56.8% | +40.3% |
| YTD | +14.7% | -37.2% | +51.9% | +24.9% |
| 1Y | +29.2% | -53.0% | +82.2% | +49.7% |
| 3Y | +100.0% | -20.0% | +120.0% | +101.7% |
| 5Y | +106.3% | -52.8% | +159.1% | +106.6% |
| All | +69.3% | -76.7% | +146.0% | +70.7% |
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