+168.1%
DAL vs CG
+48.3%
+119.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.5% | +2.2% | -0.6% |
| 7D | +4.6% | -1.5% | +6.1% | +5.6% |
| 30D | +2.3% | +2.8% | -0.5% | +0.7% |
| 3M | -8.1% | -19.2% | +11.2% | +3.5% |
| 6M | +21.4% | -21.0% | +42.4% | +37.6% |
| YTD | +24.3% | -31.0% | +55.3% | +51.9% |
| 1Y | +47.4% | -21.1% | +68.5% | +66.3% |
| All | +168.1% | +48.3% | +119.8% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling