+105.0%
DAL vs CMI
+323.3%
-218.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.7% | -3.5% | -4.0% |
| 7D | +1.4% | +1.5% | -0.1% | +0.3% |
| 30D | +9.1% | -14.0% | +23.0% | +21.3% |
| 3M | -3.5% | -28.3% | +24.9% | +22.9% |
| 6M | +23.4% | -34.9% | +58.3% | +65.7% |
| YTD | +26.0% | -9.9% | +35.9% | +27.4% |
| 1Y | +44.6% | -3.6% | +48.3% | +38.4% |
| 3Y | +162.7% | +120.9% | +41.8% | +25.6% |
| 5Y | +113.0% | +116.1% | -3.1% | +2.1% |
| All | +105.0% | +323.3% | -218.3% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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