+128.1%
DAL vs CAG
-38.3%
+166.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +4.9% | +5.2% |
| 7D | +10.0% | +4.6% | +5.5% | +9.0% |
| 30D | +12.0% | +14.7% | -2.6% | +8.8% |
| 3M | +0.8% | +2.4% | -1.6% | -0.1% |
| 6M | +26.2% | +10.7% | +15.5% | +22.7% |
| YTD | +33.7% | -5.5% | +39.2% | +33.6% |
| 1Y | +57.6% | -4.6% | +62.2% | +57.1% |
| 3Y | +183.5% | -34.4% | +217.9% | +205.2% |
| 5Y | +114.2% | -39.2% | +153.3% | +133.3% |
| 10Y | +128.1% | -39.0% | +167.1% | +138.7% |
| All | +128.1% | -38.3% | +166.4% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling