+145.3%
DAL vs CPRT
+423.6%
-278.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +0.1% | +2.2% | -2.1% | -1.2% |
| 30D | -13.9% | +16.6% | -30.6% | -21.9% |
| 3M | +1.1% | +9.6% | -8.5% | -5.7% |
| 6M | +26.2% | -11.1% | +37.4% | +32.8% |
| YTD | +16.4% | -13.9% | +30.3% | +24.2% |
| 1Y | +33.9% | -32.5% | +66.4% | +64.7% |
| 3Y | +93.4% | -25.0% | +118.4% | +118.9% |
| 5Y | +106.4% | -7.4% | +113.7% | +98.7% |
| All | +145.3% | +423.6% | -278.3% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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