+2,238.9%
CMG vs DAL
+329.9%
+1,909.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.0% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +7.1% | -13.9% | +21.1% | +10.7% |
| 3M | +31.2% | +1.1% | +30.1% | +30.4% |
| 6M | +0.7% | +26.2% | -25.6% | -5.1% |
| YTD | -0.1% | +16.4% | -16.5% | -4.2% |
| 1Y | -10.7% | +33.9% | -44.6% | -17.2% |
| 3Y | -4.7% | +93.4% | -98.1% | -20.8% |
| 5Y | -3.8% | +106.4% | -110.1% | -22.6% |
| 10Y | +352.5% | +143.0% | +209.5% | +225.0% |
| All | +2,238.9% | +329.9% | +1,909.0% | +962.3% |
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