+2,173.1%
CMG vs DAL
+395.8%
+1,777.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +8.0% | +10.7% | -2.7% | +5.5% |
| 30D | +13.7% | +12.5% | +1.2% | +10.6% |
| 3M | +11.8% | +3.6% | +8.1% | +10.5% |
| 6M | +10.6% | +26.7% | -16.2% | +4.1% |
| YTD | -2.9% | +34.3% | -37.2% | -10.0% |
| 1Y | +17.8% | +59.1% | -41.3% | +5.1% |
| 3Y | -15.3% | +179.9% | -195.2% | -35.2% |
| 5Y | -0.9% | +119.1% | -120.0% | -21.4% |
| 10Y | +358.4% | +125.6% | +232.7% | +233.5% |
| All | +2,173.1% | +395.8% | +1,777.3% | +898.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling