-7.6%
CMG vs DAR
+9.6%
-17.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -6.5% | -0.2% | -6.3% | -6.5% |
| 30D | +12.1% | +7.4% | +4.7% | +11.1% |
| 3M | +20.6% | +15.7% | +4.9% | +18.3% |
| 6M | +2.1% | +30.0% | -27.9% | -1.6% |
| YTD | -2.6% | +87.5% | -90.1% | -10.8% |
| 1Y | -8.7% | +113.4% | -122.1% | -17.7% |
| All | -7.6% | +9.6% | -17.1% | -11.3% |
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