+118.1%
DAL vs CFG
+245.9%
-127.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -2.3% |
| 7D | +4.6% | -2.2% | +6.7% | +6.2% |
| 30D | +2.3% | +0.4% | +1.9% | +2.2% |
| 3M | -8.1% | -12.6% | +4.5% | +0.1% |
| 6M | +21.4% | +0.6% | +20.8% | +20.9% |
| YTD | +24.3% | +12.4% | +11.9% | +15.5% |
| 1Y | +47.4% | +27.7% | +19.7% | +26.6% |
| 3Y | +164.6% | +172.4% | -7.8% | +40.8% |
| 5Y | +100.2% | +64.0% | +36.3% | +41.3% |
| All | +118.1% | +245.9% | -127.8% | -2.0% |
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