+33.9%
DAL vs CMS
-1.9%
+35.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +0.1% | +0.4% | -0.2% | +0.1% |
| 30D | -13.9% | -3.6% | -10.3% | -14.0% |
| 3M | +1.1% | -1.9% | +3.0% | +1.2% |
| 6M | +26.2% | -11.0% | +37.2% | +25.3% |
| YTD | +16.4% | +0.2% | +16.2% | +18.4% |
| 1Y | +33.9% | -1.3% | +35.2% | +36.6% |
| All | +33.9% | -1.9% | +35.7% | +36.6% |
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