+102.9%
DAL vs CPRT
-17.4%
+120.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +3.0% |
| 7D | +8.8% | +6.0% | +2.8% | +5.6% |
| 30D | +5.4% | +20.0% | -14.6% | -4.2% |
| 3M | -4.9% | +10.1% | -15.1% | -11.2% |
| 6M | +19.8% | -4.3% | +24.2% | +20.3% |
| YTD | +27.0% | -18.4% | +45.4% | +39.6% |
| 1Y | +52.5% | -20.1% | +72.5% | +69.3% |
| 3Y | +173.8% | -30.4% | +204.3% | +222.1% |
| All | +102.9% | -17.4% | +120.3% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling