+102.9%
DAL vs CPNG
-44.9%
+147.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.4% |
| 7D | +8.8% | +13.4% | -4.6% | +5.4% |
| 30D | +5.4% | +10.0% | -4.6% | +2.8% |
| 3M | -4.9% | -0.4% | -4.6% | -5.1% |
| 6M | +19.8% | -8.9% | +28.8% | +21.3% |
| YTD | +27.0% | -30.9% | +57.9% | +36.2% |
| 1Y | +52.5% | -43.8% | +96.3% | +71.9% |
| 3Y | +173.8% | -2.5% | +176.3% | +162.1% |
| All | +102.9% | -44.9% | +147.8% | +101.1% |
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