+418.2%
DAL vs CMI
+1,463.6%
-1,045.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.6% | +1.6% | +3.3% |
| 7D | +10.0% | -6.8% | +16.9% | +14.0% |
| 30D | +12.0% | -10.9% | +22.9% | +18.8% |
| 3M | +0.8% | -27.3% | +28.1% | +19.2% |
| 6M | +26.2% | -30.9% | +57.1% | +51.4% |
| YTD | +33.7% | -7.7% | +41.4% | +35.4% |
| 1Y | +57.6% | 0.0% | +57.6% | +52.9% |
| 3Y | +183.5% | +130.1% | +53.4% | +75.4% |
| 5Y | +114.2% | +121.5% | -7.3% | +35.8% |
| 10Y | +128.1% | +339.4% | -211.2% | +4.4% |
| All | +418.2% | +1,463.6% | -1,045.4% | +12.2% |
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