+173.8%
DAL vs CG
+47.3%
+126.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.5% |
| 7D | +8.8% | -1.2% | +10.0% | +9.7% |
| 30D | +5.4% | +5.0% | +0.4% | +2.5% |
| 3M | -4.9% | -18.2% | +13.3% | +6.2% |
| 6M | +19.8% | -20.7% | +40.6% | +35.6% |
| YTD | +27.0% | -31.4% | +58.4% | +55.8% |
| 1Y | +52.5% | -22.3% | +74.7% | +73.5% |
| 3Y | +173.8% | +50.2% | +123.7% | +122.7% |
| All | +173.8% | +47.3% | +126.5% | +122.7% |
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