+132.2%
DAL vs CAG
-36.5%
+168.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +0.1% | -3.8% | +3.9% | +0.9% |
| 30D | -13.9% | +3.1% | -17.1% | -14.6% |
| 3M | +1.1% | +23.5% | -22.4% | -3.7% |
| 6M | +26.2% | -14.8% | +41.1% | +30.1% |
| YTD | +16.4% | -5.4% | +21.9% | +16.6% |
| 1Y | +33.9% | -11.8% | +45.7% | +36.0% |
| 3Y | +93.4% | -36.7% | +130.0% | +110.4% |
| 5Y | +106.4% | -40.3% | +146.6% | +126.3% |
| All | +132.2% | -36.5% | +168.7% | +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