+168.1%
DAL vs CMS
+38.3%
+129.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.3% |
| 7D | +4.6% | +1.7% | +2.9% | +4.4% |
| 30D | +2.3% | +8.6% | -6.3% | +1.4% |
| 3M | -8.1% | -0.5% | -7.6% | -8.1% |
| 6M | +21.4% | -4.2% | +25.6% | +21.8% |
| YTD | +24.3% | +3.4% | +20.9% | +23.6% |
| 1Y | +47.4% | +0.4% | +46.9% | +47.1% |
| All | +168.1% | +38.3% | +129.8% | +137.7% |
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