+3,994.3%
CMG vs DE
+2,685.4%
+1,308.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -6.5% | -3.0% | -3.4% | -5.5% |
| 30D | +12.1% | +11.1% | +1.0% | +8.1% |
| 3M | +20.6% | +17.6% | +3.0% | +13.4% |
| 6M | +2.1% | +13.6% | -11.5% | -3.4% |
| YTD | -2.6% | +46.3% | -48.9% | -16.1% |
| 1Y | -8.7% | +44.2% | -52.9% | -21.0% |
| 3Y | -7.4% | +76.6% | -84.0% | -26.9% |
| 5Y | -5.7% | +98.2% | -103.9% | -30.5% |
| 10Y | +322.3% | +863.5% | -541.2% | +61.8% |
| All | +3,994.3% | +2,685.4% | +1,308.9% | +841.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling