+100.2%
DAL vs CMS
+36.2%
+64.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.3% |
| 7D | +4.6% | +1.7% | +2.9% | +4.3% |
| 30D | +2.3% | +8.6% | -6.3% | +0.8% |
| 3M | -8.1% | -0.5% | -7.6% | -8.0% |
| 6M | +21.4% | -4.2% | +25.6% | +22.2% |
| YTD | +24.3% | +3.4% | +20.9% | +23.1% |
| 1Y | +47.4% | +0.4% | +46.9% | +46.7% |
| 3Y | +164.6% | +38.2% | +126.4% | +141.5% |
| 5Y | +100.2% | +35.4% | +64.8% | +80.9% |
| All | +100.2% | +36.2% | +64.1% | +80.9% |
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 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