+322.3%
CMG vs DAL
+126.9%
+195.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | -6.5% | +0.8% | -7.2% | -6.7% |
| 30D | +12.1% | -11.7% | +23.8% | +15.4% |
| 3M | +20.6% | -2.7% | +23.3% | +21.0% |
| 6M | +2.1% | +30.7% | -28.6% | -5.1% |
| YTD | -2.6% | +14.4% | -17.0% | -6.7% |
| 1Y | -8.7% | +31.2% | -39.9% | -15.5% |
| 3Y | -7.4% | +99.4% | -106.8% | -25.0% |
| 5Y | -5.7% | +98.6% | -104.2% | -25.3% |
| 10Y | +322.3% | +135.0% | +187.3% | +203.0% |
| All | +322.3% | +126.9% | +195.4% | +203.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling