+322.0%
CMG vs DE
+863.9%
-541.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.1% | -2.6% | +0.5% | -1.4% |
| 30D | +10.9% | +9.0% | +1.9% | +8.4% |
| 3M | +15.8% | +19.1% | -3.3% | +10.1% |
| 6M | +6.9% | +14.4% | -7.4% | +2.3% |
| YTD | -2.2% | +45.9% | -48.1% | -13.2% |
| 1Y | -7.1% | +43.6% | -50.7% | -17.2% |
| 3Y | -7.1% | +75.9% | -83.0% | -23.2% |
| 5Y | -4.8% | +98.8% | -103.6% | -25.6% |
| All | +322.0% | +863.9% | -541.9% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling