+128.1%
DAL vs CMS
+127.7%
+0.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.7% | +5.1% |
| 7D | +10.0% | -0.9% | +11.0% | +10.4% |
| 30D | +12.0% | +7.1% | +5.0% | +9.6% |
| 3M | +0.8% | -1.3% | +2.1% | +1.2% |
| 6M | +26.2% | -2.7% | +28.8% | +26.9% |
| YTD | +33.7% | +2.6% | +31.1% | +31.8% |
| 1Y | +57.6% | -2.0% | +59.6% | +57.6% |
| 3Y | +183.5% | +39.6% | +143.9% | +147.1% |
| 5Y | +114.2% | +35.3% | +78.8% | +85.3% |
| 10Y | +128.1% | +132.3% | -4.2% | +102.0% |
| All | +128.1% | +127.7% | +0.4% | +102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling