+47.4%
DAL vs CMS
-0.1%
+47.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.3% |
| 7D | +4.6% | +1.7% | +2.9% | +4.5% |
| 30D | +2.3% | +8.6% | -6.3% | +2.2% |
| 3M | -8.1% | -0.5% | -7.6% | -8.2% |
| 6M | +21.4% | -4.2% | +25.6% | +21.1% |
| YTD | +24.3% | +3.4% | +20.9% | +27.2% |
| 1Y | +47.4% | +0.4% | +46.9% | +51.6% |
| All | +47.4% | -0.1% | +47.5% | +51.6% |
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