+4,013.6%
CMG vs DHI
+383.8%
+3,629.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | -2.1% | -3.4% | +1.3% | -1.1% |
| 30D | +10.9% | -5.4% | +16.3% | +12.7% |
| 3M | +15.8% | -10.4% | +26.3% | +19.1% |
| 6M | +6.9% | -2.8% | +9.7% | +6.9% |
| YTD | -2.2% | -3.4% | +1.3% | -2.4% |
| 1Y | -7.1% | -22.9% | +15.8% | -1.1% |
| 3Y | -7.1% | +20.7% | -27.8% | -17.4% |
| 5Y | -4.8% | +62.1% | -66.9% | -24.5% |
| 10Y | +324.3% | +410.4% | -86.1% | +122.4% |
| All | +4,013.6% | +383.8% | +3,629.8% | +1,632.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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