-3.0%
CMG vs DAL
+102.5%
-105.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | -1.5% | +3.4% | -4.8% | -2.5% |
| 30D | +12.7% | -13.6% | +26.3% | +17.7% |
| 3M | +26.3% | +1.2% | +25.1% | +25.1% |
| 6M | +4.5% | +34.5% | -30.0% | -5.7% |
| YTD | -0.1% | +14.7% | -14.8% | -5.5% |
| 1Y | -6.8% | +29.2% | -36.0% | -15.3% |
| 3Y | -5.0% | +100.0% | -105.0% | -28.5% |
| 5Y | -3.0% | +106.3% | -109.3% | -31.7% |
| All | -3.0% | +102.5% | -105.5% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling