+119.1%
DAL vs CMS
+35.4%
+83.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +10.7% | +0.5% | +10.2% | +10.6% |
| 30D | +12.5% | +7.4% | +5.1% | +11.0% |
| 3M | +3.6% | +1.9% | +1.8% | +3.3% |
| 6M | +26.7% | -2.3% | +29.1% | +27.1% |
| YTD | +34.3% | +3.0% | +31.3% | +33.0% |
| 1Y | +59.1% | -2.8% | +61.9% | +59.6% |
| 3Y | +179.9% | +37.9% | +141.9% | +155.1% |
| 5Y | +119.1% | +34.0% | +85.2% | +96.6% |
| All | +119.1% | +35.4% | +83.8% | +96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling