-3.1%
CMG vs DG
-37.9%
+34.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -2.1% | -6.5% | +4.4% | -1.2% |
| 30D | +10.9% | +4.2% | +6.7% | +10.2% |
| 3M | +15.8% | +9.5% | +6.3% | +14.4% |
| 6M | +6.9% | -13.1% | +20.1% | +8.1% |
| YTD | -2.2% | -4.8% | +2.7% | -2.0% |
| 1Y | -7.1% | +20.6% | -27.7% | -9.2% |
| 3Y | -7.1% | +4.9% | -12.1% | -9.0% |
| All | -3.1% | -37.9% | +34.8% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling