+173.8%
DAL vs CFG
+168.6%
+5.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.8% |
| 7D | +8.8% | -0.9% | +9.7% | +9.7% |
| 30D | +5.4% | +1.1% | +4.3% | +4.8% |
| 3M | -4.9% | -12.0% | +7.1% | +4.4% |
| 6M | +19.8% | -2.2% | +22.1% | +21.6% |
| YTD | +27.0% | +11.4% | +15.6% | +17.2% |
| 1Y | +52.5% | +27.8% | +24.6% | +27.7% |
| 3Y | +173.8% | +173.3% | +0.5% | +57.7% |
| All | +173.8% | +168.6% | +5.2% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling