+3,981.8%
CMG vs D
+317.9%
+3,663.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +8.0% | +2.4% | +5.6% | +7.3% |
| 30D | +13.7% | +10.9% | +2.8% | +10.4% |
| 3M | +11.8% | +2.8% | +8.9% | +10.8% |
| 6M | +10.6% | +12.7% | -2.1% | +6.5% |
| YTD | -2.9% | +20.3% | -23.2% | -8.4% |
| 1Y | +17.8% | +17.1% | +0.7% | +11.9% |
| 3Y | -15.3% | +75.1% | -90.5% | -30.0% |
| 5Y | -0.9% | +13.1% | -14.0% | -6.9% |
| 10Y | +358.4% | +48.3% | +310.1% | +259.3% |
| All | +3,981.8% | +317.9% | +3,663.9% | +1,596.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling