+361.4%
CMG vs D
+47.5%
+313.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +4.1% | -2.4% | +6.5% | +4.4% |
| 30D | +20.5% | +9.0% | +11.5% | +19.2% |
| 3M | +14.5% | +1.0% | +13.5% | +14.3% |
| 6M | +14.8% | +11.0% | +3.8% | +13.1% |
| YTD | -1.0% | +19.8% | -20.7% | -3.5% |
| 1Y | +22.9% | +16.0% | +7.0% | +20.3% |
| 3Y | -13.6% | +74.4% | -88.0% | -20.4% |
| 5Y | +0.9% | +13.5% | -12.7% | -1.0% |
| 10Y | +361.4% | +48.4% | +313.0% | +368.0% |
| All | +361.4% | +47.5% | +313.9% | +368.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling