+121.4%
DAL vs CPRT
+384.2%
-262.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +2.3% | -1.4% | +3.7% | +3.1% |
| 30D | +14.3% | +21.5% | -7.2% | +2.6% |
| 3M | +1.3% | +9.4% | -8.1% | -5.3% |
| 6M | +29.3% | -3.3% | +32.6% | +28.4% |
| YTD | +33.0% | -17.8% | +50.8% | +44.7% |
| 1Y | +59.8% | -22.2% | +82.0% | +79.3% |
| 3Y | +177.2% | -34.0% | +211.2% | +236.9% |
| 5Y | +118.4% | -15.4% | +133.8% | +121.2% |
| 10Y | +121.4% | +376.0% | -254.6% | -6.1% |
| All | +121.4% | +384.2% | -262.8% | -6.1% |
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