+98.5%
DAL vs CMS
+36.5%
+62.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +0.1% | +0.4% | -0.2% | +0.1% |
| 30D | -13.9% | -3.6% | -10.3% | -13.5% |
| 3M | +1.1% | -1.9% | +3.0% | +1.2% |
| 6M | +26.2% | -11.0% | +37.2% | +28.0% |
| YTD | +16.4% | +0.2% | +16.2% | +16.1% |
| 1Y | +33.9% | -1.3% | +35.2% | +33.7% |
| All | +98.5% | +36.5% | +62.0% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling