+105.0%
DAL vs CG
+274.5%
-169.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.3% | -0.9% | -2.9% |
| 7D | +1.4% | -1.5% | +2.9% | +2.3% |
| 30D | +9.1% | +5.7% | +3.4% | +5.9% |
| 3M | -3.5% | -17.9% | +14.4% | +7.0% |
| 6M | +23.4% | -20.2% | +43.6% | +38.1% |
| YTD | +26.0% | -32.0% | +58.1% | +53.3% |
| 1Y | +44.6% | -27.0% | +71.7% | +69.2% |
| 3Y | +162.7% | +42.8% | +119.9% | +107.6% |
| 5Y | +113.0% | -23.4% | +136.4% | +123.9% |
| All | +105.0% | +274.5% | -169.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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