+52.5%
DAL vs CMS
-1.6%
+54.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.3% |
| 7D | +8.8% | -1.3% | +10.1% | +8.9% |
| 30D | +5.4% | +6.3% | -0.9% | +5.4% |
| 3M | -4.9% | -2.1% | -2.9% | -4.9% |
| 6M | +19.8% | -5.1% | +24.9% | +19.7% |
| YTD | +27.0% | +1.3% | +25.7% | +30.2% |
| 1Y | +52.5% | -1.4% | +53.8% | +57.1% |
| All | +52.5% | -1.6% | +54.1% | +57.1% |
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