+44.6%
DAL vs CMS
-4.6%
+49.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -5.2% |
| 7D | +1.4% | -1.3% | +2.7% | +1.5% |
| 30D | +9.1% | +5.3% | +3.8% | +9.1% |
| 3M | -3.5% | -0.3% | -3.1% | -3.5% |
| 6M | +23.4% | -4.0% | +27.4% | +23.1% |
| YTD | +26.0% | +2.1% | +23.9% | +29.7% |
| 1Y | +44.6% | -4.7% | +49.4% | +51.8% |
| All | +44.6% | -4.6% | +49.2% | +51.8% |
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