+10.9%
CMG vs DG
+45.3%
-34.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.5% | -2.7% | +3.0% |
| 7D | +22.5% | +12.3% | +10.3% | +18.0% |
| 30D | +14.1% | +19.3% | -5.2% | +7.6% |
| 3M | +4.1% | +11.9% | -7.8% | 0.0% |
| 6M | +10.1% | +25.0% | -14.9% | +1.7% |
| YTD | -4.9% | +8.7% | -13.6% | -9.0% |
| 1Y | +10.9% | +44.7% | -33.8% | -2.6% |
| All | +10.9% | +45.3% | -34.4% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling