+392.2%
DAL vs CMI
+1,408.6%
-1,016.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +2.0% |
| 7D | +8.8% | -10.0% | +18.8% | +14.8% |
| 30D | +5.4% | -13.0% | +18.4% | +13.1% |
| 3M | -4.9% | -29.9% | +24.9% | +14.5% |
| 6M | +19.8% | -36.7% | +56.5% | +50.6% |
| YTD | +27.0% | -10.9% | +37.9% | +31.1% |
| 1Y | +52.5% | -1.3% | +53.8% | +48.9% |
| 3Y | +173.8% | +117.4% | +56.5% | +74.6% |
| 5Y | +104.5% | +112.9% | -8.4% | +32.4% |
| 10Y | +129.7% | +366.7% | -236.9% | +2.5% |
| All | +392.2% | +1,408.6% | -1,016.4% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling