+104.3%
DAL vs CMS
+140.2%
-35.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | -1.1% | +1.7% | -2.8% | -1.6% |
| 30D | +12.8% | +6.2% | +6.7% | +10.7% |
| 3M | -5.3% | +0.6% | -5.9% | -5.5% |
| 6M | +22.4% | -1.8% | +24.1% | +22.7% |
| YTD | +25.6% | +3.8% | +21.8% | +23.4% |
| 1Y | +45.5% | -1.8% | +47.3% | +45.5% |
| 3Y | +161.0% | +39.8% | +121.1% | +127.3% |
| 5Y | +112.2% | +37.1% | +75.1% | +82.7% |
| All | +104.3% | +140.2% | -35.9% | +77.7% |
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