+173.8%
DAL vs CMS
+35.4%
+138.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.4% |
| 7D | +8.8% | -1.3% | +10.1% | +9.0% |
| 30D | +5.4% | +6.3% | -0.9% | +4.7% |
| 3M | -4.9% | -2.1% | -2.9% | -4.7% |
| 6M | +19.8% | -5.1% | +24.9% | +20.4% |
| YTD | +27.0% | +1.3% | +25.7% | +26.5% |
| 1Y | +52.5% | -1.4% | +53.8% | +52.5% |
| 3Y | +173.8% | +36.9% | +136.9% | +143.4% |
| All | +173.8% | +35.4% | +138.5% | +143.4% |
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