+179.9%
DAL vs CAG
-34.9%
+214.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +10.7% | +6.6% | +4.1% | +10.1% |
| 30D | +12.5% | +13.9% | -1.4% | +11.4% |
| 3M | +3.6% | +4.0% | -0.4% | +3.1% |
| 6M | +26.7% | +10.0% | +16.7% | +25.6% |
| YTD | +34.3% | -6.1% | +40.4% | +33.8% |
| 1Y | +59.1% | -4.3% | +63.4% | +58.2% |
| 3Y | +179.9% | -34.6% | +214.4% | +180.1% |
| All | +179.9% | -34.9% | +214.8% | +180.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling