+392.2%
DAL vs CAG
+61.6%
+330.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.8% |
| 7D | +8.8% | +5.8% | +3.0% | +6.4% |
| 30D | +5.4% | +16.4% | -11.0% | -1.1% |
| 3M | -4.9% | +3.8% | -8.7% | -7.0% |
| 6M | +19.8% | +10.8% | +9.0% | +13.3% |
| YTD | +27.0% | -5.8% | +32.8% | +26.6% |
| 1Y | +52.5% | -2.4% | +54.8% | +49.6% |
| 3Y | +173.8% | -33.4% | +207.3% | +207.6% |
| 5Y | +104.5% | -39.4% | +144.0% | +135.0% |
| 10Y | +129.7% | -37.5% | +167.2% | +135.3% |
| All | +392.2% | +61.6% | +330.7% | +110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling