-10.7%
CMG vs DAL
+32.1%
-42.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.2% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +7.1% | -13.9% | +21.1% | +12.6% |
| 3M | +31.2% | +1.1% | +30.1% | +29.5% |
| 6M | +0.7% | +26.2% | -25.6% | -9.6% |
| YTD | -0.1% | +16.4% | -16.5% | -7.3% |
| 1Y | -10.7% | +33.9% | -44.6% | -23.9% |
| All | -10.7% | +32.1% | -42.9% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 1y: compounded portfolio wealth divided by compounded DAL 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…
1y analysis · Full analysis span regression · 6 months rolling