+105.8%
DAL vs CPNG
-49.0%
+154.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.1% |
| 7D | +0.1% | -7.4% | +7.6% | +2.0% |
| 30D | -13.9% | -4.4% | -9.5% | -13.1% |
| 3M | +1.1% | -7.5% | +8.6% | +2.2% |
| 6M | +26.2% | -19.9% | +46.2% | +31.2% |
| YTD | +16.4% | -35.2% | +51.6% | +26.8% |
| 1Y | +33.9% | -46.8% | +80.6% | +52.2% |
| 3Y | +93.4% | -20.2% | +113.5% | +94.6% |
| All | +105.8% | -49.0% | +154.9% | +107.2% |
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