+173.8%
DAL vs CPRT
-30.7%
+204.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.7% |
| 7D | +8.8% | +6.0% | +2.8% | +6.6% |
| 30D | +5.4% | +20.0% | -14.6% | -1.1% |
| 3M | -4.9% | +10.1% | -15.1% | -9.3% |
| 6M | +19.8% | -4.3% | +24.2% | +20.9% |
| YTD | +27.0% | -18.4% | +45.4% | +37.9% |
| 1Y | +52.5% | -20.1% | +72.5% | +66.9% |
| 3Y | +173.8% | -30.4% | +204.3% | +232.1% |
| All | +173.8% | -30.7% | +204.5% | +232.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling