+100.2%
DAL vs CSGP
-62.1%
+162.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.9% |
| 7D | +4.6% | +13.9% | -9.3% | +0.5% |
| 30D | +2.3% | +16.0% | -13.7% | -3.1% |
| 3M | -8.1% | +6.1% | -14.2% | -11.0% |
| 6M | +21.4% | -8.2% | +29.6% | +22.1% |
| YTD | +24.3% | -52.3% | +76.6% | +56.9% |
| 1Y | +47.4% | -54.5% | +101.9% | +89.1% |
| 3Y | +164.6% | -58.6% | +223.2% | +240.3% |
| 5Y | +100.2% | -61.5% | +161.7% | +174.3% |
| All | +100.2% | -62.1% | +162.3% | +174.3% |
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