-4.4%
CMG vs D
+12.5%
-16.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.5% |
| 7D | +8.0% | +3.0% | +5.0% | +7.6% |
| 30D | +11.9% | +11.5% | +0.4% | +10.4% |
| 3M | +2.1% | +3.7% | -1.6% | +1.6% |
| 6M | +5.2% | +13.5% | -8.4% | +3.3% |
| YTD | -6.9% | +20.7% | -27.7% | -9.4% |
| 1Y | +12.7% | +18.2% | -5.6% | +9.9% |
| 3Y | -16.8% | +73.3% | -90.1% | -23.2% |
| All | -4.4% | +12.5% | -16.8% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling