+4,100.0%
CMG vs DD
+207.4%
+3,892.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.5% | -0.6% | -0.9% | -1.2% |
| 30D | +12.7% | -7.4% | +20.1% | +15.8% |
| 3M | +26.3% | -6.4% | +32.7% | +28.9% |
| 6M | +4.5% | -2.5% | +7.0% | +4.4% |
| YTD | -0.1% | +10.2% | -10.4% | -4.9% |
| 1Y | -6.8% | +36.9% | -43.7% | -18.2% |
| 3Y | -5.0% | +47.0% | -52.0% | -20.9% |
| 5Y | -3.0% | +63.1% | -66.2% | -23.6% |
| 10Y | +323.6% | +68.2% | +255.4% | +199.8% |
| All | +4,100.0% | +207.4% | +3,892.6% | +2,400.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling