+180.3%
DAL vs CSGP
-57.8%
+238.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.0% | +3.1% | +6.4% |
| 7D | +11.1% | +18.3% | -7.2% | +7.6% |
| 30D | +7.7% | +17.8% | -10.1% | +4.0% |
| 3M | -3.5% | +9.3% | -12.8% | -5.8% |
| 6M | +31.3% | -7.9% | +39.2% | +32.2% |
| YTD | +30.0% | -51.5% | +81.5% | +53.5% |
| 1Y | +62.1% | -53.3% | +115.4% | +93.5% |
| All | +180.3% | -57.8% | +238.1% | +234.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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