+111.4%
DAL vs CPNG
-43.2%
+154.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | -1.1% | -6.8% | +5.7% | +0.7% |
| 30D | +12.8% | +5.5% | +7.4% | +11.4% |
| 3M | -5.3% | -6.8% | +1.5% | -3.8% |
| 6M | +22.4% | -4.8% | +27.2% | +22.7% |
| YTD | +25.6% | -35.6% | +61.2% | +37.2% |
| 1Y | +45.5% | -46.8% | +92.3% | +66.4% |
| 3Y | +161.0% | -0.8% | +161.7% | +149.5% |
| All | +111.4% | -43.2% | +154.6% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling