-5.0%
CMG vs D
+65.5%
-70.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -1.5% | +0.8% | -2.2% | -1.5% |
| 30D | +12.7% | -0.7% | +13.5% | +12.8% |
| 3M | +26.3% | +2.1% | +24.2% | +26.0% |
| 6M | +4.5% | +6.8% | -2.3% | +3.9% |
| YTD | -0.1% | +16.5% | -16.6% | -1.3% |
| 1Y | -6.8% | +19.2% | -25.9% | -8.1% |
| 3Y | -5.0% | +61.9% | -66.9% | -7.7% |
| All | -5.0% | +65.5% | -70.5% | -7.7% |
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