-18.0%
CMG vs DD
+88.8%
-106.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +2.5% | +5.0% | -2.5% | +1.1% |
| 30D | +15.6% | +19.7% | -4.1% | +9.7% |
| 3M | +8.2% | +7.2% | +1.0% | +5.9% |
| 6M | +9.9% | +1.0% | +8.8% | +9.1% |
| YTD | -4.6% | +29.1% | -33.7% | -13.2% |
| 1Y | +12.4% | +28.5% | -16.0% | +2.5% |
| 3Y | -18.0% | +89.4% | -107.4% | -33.9% |
| All | -18.0% | +88.8% | -106.8% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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