+104.3%
DAL vs CPRT
+368.4%
-264.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.1% | -0.4% | -0.7% | -0.8% |
| 30D | +12.8% | +21.2% | -8.3% | +1.4% |
| 3M | -5.3% | +8.3% | -13.6% | -10.9% |
| 6M | +22.4% | -3.4% | +25.7% | +21.6% |
| YTD | +25.6% | -18.7% | +44.3% | +37.4% |
| 1Y | +45.5% | -23.5% | +69.0% | +64.9% |
| 3Y | +161.0% | -34.2% | +195.1% | +217.5% |
| 5Y | +112.2% | -18.2% | +130.4% | +119.3% |
| All | +104.3% | +368.4% | -264.1% | -11.4% |
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