-3.1%
CMG vs DAR
-9.0%
+5.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.5% |
| 7D | -2.1% | -0.1% | -1.9% | -2.1% |
| 30D | +10.9% | +2.6% | +8.3% | +10.2% |
| 3M | +15.8% | +14.2% | +1.6% | +12.5% |
| 6M | +6.9% | +17.2% | -10.2% | +3.0% |
| YTD | -2.2% | +80.9% | -83.0% | -14.0% |
| 1Y | -7.1% | +104.0% | -111.1% | -20.4% |
| 3Y | -7.1% | +3.6% | -10.8% | -9.3% |
| All | -3.1% | -9.0% | +5.9% | -8.3% |
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 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