+31.2%
DAL vs CMI
+41.9%
-10.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | +0.8% | +0.7% | +0.1% | +0.5% |
| 30D | -11.7% | -12.3% | +0.6% | -6.6% |
| 3M | -2.7% | -16.8% | +14.1% | +4.2% |
| 6M | +30.7% | +1.5% | +29.1% | +23.8% |
| YTD | +14.4% | +9.8% | +4.6% | +1.4% |
| 1Y | +31.2% | +42.6% | -11.4% | +0.1% |
| All | +31.2% | +41.9% | -10.7% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling