+45.5%
DAL vs CAG
-9.3%
+54.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.4% |
| 7D | -1.1% | -3.3% | +2.3% | -1.0% |
| 30D | +12.8% | +7.7% | +5.2% | +12.7% |
| 3M | -5.3% | -3.2% | -2.1% | -5.5% |
| 6M | +22.4% | +7.0% | +15.4% | +22.3% |
| YTD | +25.6% | -9.0% | +34.6% | +22.1% |
| 1Y | +45.5% | -9.6% | +55.1% | +41.2% |
| All | +45.5% | -9.3% | +54.8% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling