+322.0%
CMG vs DGX
+255.3%
+66.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.4% |
| 7D | -2.1% | -0.9% | -1.2% | -1.8% |
| 30D | +10.9% | -1.2% | +12.1% | +11.4% |
| 3M | +15.8% | +15.8% | +0.1% | +9.7% |
| 6M | +6.9% | +18.2% | -11.2% | +0.5% |
| YTD | -2.2% | +37.2% | -39.4% | -13.3% |
| 1Y | -7.1% | +30.4% | -37.4% | -16.4% |
| 3Y | -7.1% | +96.7% | -103.8% | -30.7% |
| 5Y | -4.8% | +67.2% | -72.0% | -24.9% |
| All | +322.0% | +255.3% | +66.7% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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