+810.9%
DAL vs CG
+283.8%
+527.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.5% | +2.2% | -1.1% |
| 7D | +4.6% | -1.5% | +6.1% | +5.4% |
| 30D | +2.3% | +2.8% | -0.5% | +1.0% |
| 3M | -8.1% | -19.2% | +11.2% | +1.8% |
| 6M | +21.4% | -21.0% | +42.4% | +35.1% |
| YTD | +24.3% | -31.0% | +55.3% | +47.4% |
| 1Y | +47.4% | -21.1% | +68.5% | +63.7% |
| 3Y | +164.6% | +48.8% | +115.8% | +112.3% |
| 5Y | +100.2% | -21.5% | +121.8% | +107.6% |
| 10Y | +124.9% | +298.1% | -173.2% | +19.8% |
| All | +810.9% | +283.8% | +527.1% | +397.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling