+1,979.7%
CMG vs DG
+577.8%
+1,401.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.8% |
| 7D | -1.5% | -2.5% | +1.0% | -1.0% |
| 30D | +12.7% | +1.0% | +11.7% | +12.4% |
| 3M | +26.3% | +20.3% | +6.0% | +21.4% |
| 6M | +4.5% | -11.7% | +16.2% | +6.7% |
| YTD | -0.1% | -2.3% | +2.2% | -0.2% |
| 1Y | -6.8% | +20.0% | -26.8% | -10.9% |
| 3Y | -5.0% | +7.2% | -12.2% | -10.7% |
| 5Y | -3.0% | -37.9% | +34.9% | +3.7% |
| 10Y | +323.6% | +107.3% | +216.3% | +231.0% |
| All | +1,979.7% | +577.8% | +1,401.9% | +917.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling