+118.4%
DAL vs CAG
-40.6%
+159.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.6% |
| 7D | +2.3% | -1.8% | +4.1% | +2.6% |
| 30D | +14.3% | +9.7% | +4.7% | +12.7% |
| 3M | +1.3% | +0.5% | +0.8% | +0.9% |
| 6M | +29.3% | +8.9% | +20.4% | +27.1% |
| YTD | +33.0% | -8.4% | +41.4% | +33.4% |
| 1Y | +59.8% | -8.3% | +68.2% | +60.3% |
| 3Y | +177.2% | -36.1% | +213.3% | +196.2% |
| 5Y | +118.4% | -40.1% | +158.5% | +129.7% |
| All | +118.4% | -40.6% | +159.0% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling