+168.1%
DAL vs CPRT
-29.5%
+197.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | +4.6% | +9.9% | -5.4% | +1.2% |
| 30D | +2.3% | +21.1% | -18.8% | -4.3% |
| 3M | -8.1% | +12.3% | -20.4% | -13.0% |
| 6M | +21.4% | -2.0% | +23.4% | +21.4% |
| YTD | +24.3% | -17.0% | +41.3% | +34.3% |
| 1Y | +47.4% | -22.5% | +69.9% | +64.6% |
| All | +168.1% | -29.5% | +197.6% | +223.2% |
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