+4,100.0%
CMG vs D
+302.4%
+3,797.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | -2.8% | +0.4% | -3.3% | -2.9% |
| 30D | +7.1% | -3.6% | +10.7% | +8.2% |
| 3M | +31.2% | -1.0% | +32.1% | +31.3% |
| 6M | +0.7% | +6.3% | -5.6% | -1.5% |
| YTD | -0.1% | +14.7% | -14.8% | -4.5% |
| 1Y | -10.7% | +16.9% | -27.7% | -15.3% |
| 3Y | -4.7% | +56.8% | -61.5% | -18.8% |
| 5Y | -3.8% | +5.2% | -9.0% | -7.7% |
| 10Y | +352.5% | +35.9% | +316.6% | +266.1% |
| All | +4,100.0% | +302.4% | +3,797.6% | +1,662.9% |
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