+126.2%
DAL vs CSGP
-61.6%
+187.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.0% | +3.1% | +5.9% |
| 7D | +11.1% | +18.3% | -7.2% | +5.5% |
| 30D | +7.7% | +17.8% | -10.1% | +1.6% |
| 3M | -3.5% | +9.3% | -12.8% | -7.4% |
| 6M | +31.3% | -7.9% | +39.2% | +32.0% |
| YTD | +30.0% | -51.5% | +81.5% | +63.0% |
| 1Y | +62.1% | -53.3% | +115.4% | +105.9% |
| 3Y | +176.6% | -57.9% | +234.5% | +253.6% |
| 5Y | +126.2% | -61.3% | +187.5% | +210.2% |
| All | +126.2% | -61.6% | +187.8% | +210.2% |
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