+753.2%
DAL vs CG
+351.2%
+402.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.6% |
| 7D | +0.1% | -4.3% | +4.4% | +2.3% |
| 30D | -13.9% | -5.1% | -8.8% | -11.9% |
| 3M | +1.1% | +8.7% | -7.6% | -3.6% |
| 6M | +26.2% | -9.2% | +35.5% | +31.3% |
| YTD | +16.4% | -18.9% | +35.3% | +27.7% |
| 1Y | +33.9% | -25.6% | +59.5% | +52.5% |
| 3Y | +93.4% | +57.3% | +36.1% | +50.6% |
| 5Y | +106.4% | +10.2% | +96.2% | +82.1% |
| 10Y | +143.0% | +364.2% | -221.2% | +20.0% |
| All | +753.2% | +351.2% | +402.0% | +331.2% |
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 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