+174.1%
DAL vs CFG
+365.8%
-191.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.4% | +4.8% | +5.7% |
| 7D | +11.1% | +1.8% | +9.3% | +10.0% |
| 30D | +7.7% | +3.3% | +4.4% | +5.7% |
| 3M | -3.5% | -9.8% | +6.3% | +2.8% |
| 6M | +31.3% | +5.2% | +26.1% | +27.2% |
| YTD | +30.0% | +16.1% | +13.9% | +18.7% |
| 1Y | +62.1% | +33.7% | +28.4% | +36.0% |
| 3Y | +176.6% | +181.2% | -4.6% | +47.4% |
| 5Y | +126.2% | +69.1% | +57.1% | +58.3% |
| 10Y | +135.1% | +264.3% | -129.2% | +0.5% |
| All | +174.1% | +365.8% | -191.7% | +3.5% |
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