-18.2%
CMG vs DAR
+32.2%
-50.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -4.2% |
| 7D | -0.6% | +9.2% | -9.8% | -1.6% |
| 30D | +15.9% | -12.3% | +28.1% | +17.4% |
| 3M | +7.8% | -12.7% | +20.5% | +9.0% |
| 6M | +7.7% | -12.8% | +20.4% | +8.7% |
| YTD | -4.9% | +53.8% | -58.7% | -11.2% |
| 1Y | +12.3% | +60.3% | -48.0% | +4.2% |
| All | -18.2% | +32.2% | -50.4% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling