+2,161.7%
CMG vs DAL
+393.7%
+1,768.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.3% | -1.5% | +2.6% |
| 7D | +8.6% | +10.0% | -1.4% | +6.3% |
| 30D | +13.1% | +12.0% | +1.1% | +10.2% |
| 3M | +9.0% | +0.8% | +8.2% | +8.5% |
| 6M | +10.0% | +26.2% | -16.2% | +3.7% |
| YTD | -3.4% | +33.7% | -37.1% | -10.4% |
| 1Y | +16.8% | +57.6% | -40.7% | +4.4% |
| 3Y | -14.7% | +183.5% | -198.2% | -34.9% |
| 5Y | -1.5% | +114.2% | -115.7% | -21.5% |
| 10Y | +383.6% | +128.1% | +255.5% | +251.1% |
| All | +2,161.7% | +393.7% | +1,768.1% | +894.1% |
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