+351.3%
DAL vs CMI
+1,779.6%
-1,428.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.3% |
| 7D | +0.1% | -0.7% | +0.9% | +0.5% |
| 30D | -13.9% | -13.4% | -0.5% | -6.9% |
| 3M | +1.1% | -17.0% | +18.1% | +10.8% |
| 6M | +26.2% | -1.6% | +27.9% | +25.1% |
| YTD | +16.4% | +11.0% | +5.4% | +7.3% |
| 1Y | +33.9% | +41.9% | -8.1% | +7.5% |
| 3Y | +93.4% | +151.8% | -58.4% | +14.4% |
| 5Y | +106.4% | +163.6% | -57.2% | +19.3% |
| 10Y | +143.0% | +472.9% | -329.9% | -2.8% |
| All | +351.3% | +1,779.6% | -1,428.3% | -11.1% |
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 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