+105.8%
DAL vs CSGP
-64.7%
+170.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.6% |
| 7D | +0.1% | -4.1% | +4.2% | +1.4% |
| 30D | -13.9% | +2.3% | -16.2% | -14.9% |
| 3M | +1.1% | -8.2% | +9.2% | +2.8% |
| 6M | +26.2% | -35.1% | +61.3% | +44.0% |
| YTD | +16.4% | -54.0% | +70.5% | +48.7% |
| 1Y | +33.9% | -65.3% | +99.2% | +90.8% |
| 3Y | +93.4% | -62.6% | +155.9% | +159.1% |
| All | +105.8% | -64.7% | +170.5% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling