+4,005.7%
CMG vs DGX
+530.4%
+3,475.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.0% |
| 7D | -3.8% | -3.5% | -0.4% | -2.5% |
| 30D | +12.9% | -2.7% | +15.6% | +14.1% |
| 3M | +18.8% | +13.9% | +4.9% | +12.7% |
| 6M | +4.1% | +16.0% | -12.0% | -2.1% |
| YTD | -2.4% | +34.9% | -37.3% | -13.9% |
| 1Y | -6.7% | +30.6% | -37.2% | -16.9% |
| 3Y | -7.1% | +93.0% | -100.1% | -31.2% |
| 5Y | -5.0% | +64.4% | -69.4% | -25.6% |
| 10Y | +323.5% | +248.1% | +75.4% | +129.4% |
| All | +4,005.7% | +530.4% | +3,475.3% | +1,621.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling