+168.1%
DAL vs CSGP
-58.5%
+226.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -4.0% |
| 7D | +4.6% | +13.9% | -9.3% | +2.1% |
| 30D | +2.3% | +16.0% | -13.7% | -0.9% |
| 3M | -8.1% | +6.1% | -14.2% | -9.7% |
| 6M | +21.4% | -8.2% | +29.6% | +22.3% |
| YTD | +24.3% | -52.3% | +76.6% | +47.3% |
| 1Y | +47.4% | -54.5% | +101.9% | +77.0% |
| All | +168.1% | -58.5% | +226.6% | +220.9% |
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