-5.6%
CMG vs DAR
-29.6%
+24.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -4.4% |
| 7D | -0.6% | +9.2% | -9.8% | -2.3% |
| 30D | +15.9% | -12.3% | +28.1% | +18.5% |
| 3M | +7.8% | -12.7% | +20.5% | +10.0% |
| 6M | +7.7% | -12.8% | +20.4% | +9.6% |
| YTD | -4.9% | +53.8% | -58.7% | -14.3% |
| 1Y | +12.3% | +60.3% | -48.0% | +0.3% |
| 3Y | -17.1% | +31.7% | -48.8% | -25.7% |
| 5Y | -5.6% | -27.7% | +22.1% | -4.4% |
| All | -5.6% | -29.6% | +24.0% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling