+62.1%
DAL vs CMS
+1.4%
+60.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.4% | +5.8% | +7.1% |
| 7D | +11.1% | +4.1% | +7.0% | +10.9% |
| 30D | +7.7% | +10.9% | -3.1% | +7.6% |
| 3M | -3.5% | -0.2% | -3.3% | -3.7% |
| 6M | +31.3% | -4.7% | +36.0% | +30.8% |
| YTD | +30.0% | +3.9% | +26.1% | +33.5% |
| 1Y | +62.1% | +0.4% | +61.7% | +67.2% |
| All | +62.1% | +1.4% | +60.7% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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