+1,979.7%
CMG vs DG
+606.1%
+1,373.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | -2.8% | +8.4% | -11.2% | -4.5% |
| 30D | +7.1% | +4.9% | +2.2% | +6.0% |
| 3M | +31.2% | +29.3% | +1.8% | +24.3% |
| 6M | +0.7% | -11.3% | +11.9% | +2.6% |
| YTD | -0.1% | +1.8% | -1.9% | -1.0% |
| 1Y | -10.7% | +25.3% | -36.1% | -15.4% |
| 3Y | -4.7% | +9.1% | -13.8% | -10.6% |
| 5Y | -3.8% | -34.9% | +31.1% | +1.9% |
| 10Y | +352.5% | +108.2% | +244.3% | +253.6% |
| All | +1,979.7% | +606.1% | +1,373.6% | +908.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling