+121.4%
DAL vs CFG
+224.4%
-103.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.5% |
| 7D | +2.3% | -0.8% | +3.1% | +2.9% |
| 30D | +14.3% | +3.1% | +11.2% | +12.3% |
| 3M | +1.3% | -9.7% | +11.0% | +8.2% |
| 6M | +29.3% | +6.7% | +22.6% | +24.0% |
| YTD | +33.0% | +15.2% | +17.8% | +21.7% |
| 1Y | +59.8% | +28.8% | +31.1% | +36.5% |
| 3Y | +177.2% | +190.1% | -12.9% | +41.7% |
| 5Y | +118.4% | +63.4% | +55.0% | +54.3% |
| 10Y | +121.4% | +219.8% | -98.3% | -4.0% |
| All | +121.4% | +224.4% | -103.0% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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