Delta, United, and American Airlines announced purchases of planes on July 18 (7/18), February 12 (2/12), and October 7 (10/7), respectively.

Delta			United			American
Date	Market Return	Company Return	Date	Market Return	Company Return	Date	Market Return	Company Return
7/12	.48	.75	2/8	.97	1.34	10/1	.68	.34
7/13	.00	.38	2/9	1.07	1.34	10/2	.58	.81
7/16	2.13	2.39	2/10	.58	.32	10/3	1.28	1.28
7/17	2.13	1.83	2/11	.78	4.53	10/6	.28	3.77
7/18	2.27	1.17	2/12	.48	.13	10/7	2.38	.39
7/19	.91	.64	2/15	1.28	3.71	10/8	.68	.68
7/20	.97	1.11	2/16	.68	.68	10/9	.48	.34
7/23	.79	.47	2/17	.48	.28	10/10	.48	.32
7/24	.28	.02	2/18	.48	.24	10/13	.00	.28

Given the above information, calculate the cumulative abnormal return (CAR) for these stocks as a group. All of the stocks have a beta of 1 and no other announcements are made. (A negative answer should be indicated by a minus sign. Leave no cells blank - be certain to enter "0" wherever required. Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.)

How do I do this step by step? I'm so confused by what they mean by "days from announcement."