-4.1%
CMG vs DD
+67.2%
-71.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +2.5% | +5.0% | -2.5% | +0.8% |
| 30D | +15.6% | +19.7% | -4.1% | +8.3% |
| 3M | +8.2% | +7.2% | +1.0% | +5.3% |
| 6M | +9.9% | +1.0% | +8.8% | +8.7% |
| YTD | -4.6% | +29.1% | -33.7% | -14.7% |
| 1Y | +12.4% | +28.5% | -16.0% | +0.7% |
| 3Y | -18.0% | +89.4% | -107.4% | -39.0% |
| All | -4.1% | +67.2% | -71.3% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling