+122.8%
DAL vs CFG
+242.7%
-119.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.7% |
| 7D | +8.8% | -0.9% | +9.7% | +9.6% |
| 30D | +5.4% | +1.1% | +4.3% | +4.8% |
| 3M | -4.9% | -12.0% | +7.1% | +3.1% |
| 6M | +19.8% | -2.2% | +22.1% | +21.5% |
| YTD | +27.0% | +11.4% | +15.6% | +18.7% |
| 1Y | +52.5% | +27.8% | +24.6% | +30.8% |
| 3Y | +173.8% | +173.3% | +0.5% | +45.4% |
| 5Y | +104.5% | +62.4% | +42.1% | +45.2% |
| All | +122.8% | +242.7% | -119.9% | +0.6% |
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