+101.5%
DAL vs CMI
+154.5%
-53.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | 0.0% |
| 7D | +0.1% | -0.7% | +0.9% | +0.6% |
| 30D | -13.9% | -13.4% | -0.5% | -5.5% |
| 3M | +1.1% | -17.0% | +18.1% | +12.5% |
| 6M | +26.2% | -1.6% | +27.9% | +22.0% |
| YTD | +16.4% | +11.0% | +5.4% | +0.6% |
| 1Y | +33.9% | +41.9% | -8.1% | -6.3% |
| All | +101.5% | +154.5% | -53.0% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling