+322.0%
CMG vs DG
+101.8%
+220.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -2.1% | -6.5% | +4.4% | -0.8% |
| 30D | +10.9% | +4.2% | +6.7% | +9.9% |
| 3M | +15.8% | +9.5% | +6.3% | +13.6% |
| 6M | +6.9% | -13.1% | +20.1% | +9.3% |
| YTD | -2.2% | -4.8% | +2.7% | -1.8% |
| 1Y | -7.1% | +20.6% | -27.7% | -10.9% |
| 3Y | -7.1% | +4.9% | -12.1% | -11.7% |
| 5Y | -4.8% | -37.9% | +33.1% | +4.1% |
| All | +322.0% | +101.8% | +220.2% | +221.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling