-16.8%
CMG vs D
+79.5%
-96.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.6% |
| 7D | +8.0% | +3.0% | +5.0% | +7.7% |
| 30D | +11.9% | +11.5% | +0.4% | +10.9% |
| 3M | +2.1% | +3.7% | -1.6% | +1.7% |
| 6M | +5.2% | +13.5% | -8.4% | +3.9% |
| YTD | -6.9% | +20.7% | -27.7% | -8.6% |
| 1Y | +12.7% | +18.2% | -5.6% | +10.8% |
| 3Y | -16.8% | +73.3% | -90.1% | -16.3% |
| All | -16.8% | +79.5% | -96.3% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling