+145.5%
DAL vs CFG
+396.4%
-250.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +0.1% | +1.5% | -1.4% | -0.8% |
| 30D | -13.9% | -3.8% | -10.1% | -11.8% |
| 3M | +1.1% | +11.5% | -10.4% | -5.5% |
| 6M | +26.2% | +19.2% | +7.1% | +13.4% |
| YTD | +16.4% | +23.7% | -7.3% | +2.2% |
| 1Y | +33.9% | +38.8% | -5.0% | +9.6% |
| 3Y | +93.4% | +178.9% | -85.5% | +3.0% |
| 5Y | +106.4% | +101.8% | +4.6% | +29.5% |
| 10Y | +143.0% | +317.3% | -174.3% | -3.3% |
| All | +145.5% | +396.4% | -250.8% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling