+114.2%
DAL vs CFG
+68.3%
+45.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.9% | +2.3% | +3.3% |
| 7D | +10.0% | +0.3% | +9.8% | +10.0% |
| 30D | +12.0% | +3.2% | +8.8% | +9.9% |
| 3M | +0.8% | -9.7% | +10.5% | +7.9% |
| 6M | +26.2% | +3.6% | +22.6% | +23.2% |
| YTD | +33.7% | +14.7% | +19.0% | +22.2% |
| 1Y | +57.6% | +29.6% | +28.0% | +33.2% |
| 3Y | +183.5% | +190.6% | -7.1% | +45.7% |
| 5Y | +114.2% | +67.1% | +47.1% | +54.6% |
| All | +114.2% | +68.3% | +45.8% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling