+4,100.0%
CMG vs D
+302.4%
+3,797.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.8% | +1.5% | -4.3% | -3.2% |
| 30D | +7.1% | -2.6% | +9.7% | +7.9% |
| 3M | +31.2% | 0.0% | +31.1% | +30.9% |
| 6M | +0.7% | +7.4% | -6.7% | -1.7% |
| YTD | -0.1% | +15.9% | -16.0% | -4.8% |
| 1Y | -10.7% | +18.1% | -28.9% | -15.6% |
| 3Y | -4.7% | +58.4% | -63.1% | -19.0% |
| 5Y | -3.8% | +5.2% | -9.0% | -7.6% |
| 10Y | +352.5% | +35.9% | +316.6% | +266.3% |
| All | +4,100.0% | +302.4% | +3,797.6% | +1,663.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling