-6.7%
CMG vs DAR
+110.4%
-117.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | -3.8% | +0.9% | -4.8% | -4.0% |
| 30D | +12.9% | +6.4% | +6.5% | +11.6% |
| 3M | +18.8% | +13.2% | +5.5% | +15.9% |
| 6M | +4.1% | +26.2% | -22.1% | -2.3% |
| YTD | -2.4% | +84.4% | -86.7% | -19.6% |
| 1Y | -6.7% | +112.0% | -118.7% | -26.1% |
| All | -6.7% | +110.4% | -117.0% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling