+104.3%
DAL vs CFG
+216.2%
-111.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.7% |
| 7D | -1.1% | +3.2% | -4.3% | -3.0% |
| 30D | +12.8% | +5.1% | +7.7% | +9.5% |
| 3M | -5.3% | -11.2% | +6.0% | +2.3% |
| 6M | +22.4% | +9.6% | +12.8% | +15.5% |
| YTD | +25.6% | +15.0% | +10.6% | +15.1% |
| 1Y | +45.5% | +29.9% | +15.6% | +23.6% |
| 3Y | +161.0% | +192.1% | -31.1% | +32.9% |
| 5Y | +112.2% | +62.3% | +49.9% | +50.6% |
| All | +104.3% | +216.2% | -111.9% | -9.2% |
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