+100.2%
DAL vs CPRT
-17.2%
+117.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.1% |
| 7D | +4.6% | +9.9% | -5.4% | -0.4% |
| 30D | +2.3% | +21.1% | -18.8% | -7.4% |
| 3M | -8.1% | +12.3% | -20.4% | -15.0% |
| 6M | +21.4% | -2.0% | +23.4% | +20.3% |
| YTD | +24.3% | -17.0% | +41.3% | +35.6% |
| 1Y | +47.4% | -22.5% | +69.9% | +67.3% |
| 3Y | +164.6% | -29.3% | +193.9% | +208.8% |
| 5Y | +100.2% | -15.6% | +115.8% | +83.5% |
| All | +100.2% | -17.2% | +117.4% | +83.5% |
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