-7.1%
CMG vs DHR
-7.0%
-0.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.1% | -3.6% | +1.6% | -1.2% |
| 30D | +10.9% | -2.7% | +13.7% | +11.6% |
| 3M | +15.8% | +10.9% | +4.9% | +12.6% |
| 6M | +6.9% | +3.0% | +3.9% | +5.7% |
| YTD | -2.2% | -12.2% | +10.0% | 0.0% |
| 1Y | -7.1% | +3.3% | -10.4% | -8.1% |
| 3Y | -7.1% | -8.2% | +1.1% | -8.4% |
| All | -7.1% | -7.0% | -0.1% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 3y: compounded portfolio wealth divided by compounded DHR 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…
3y analysis · Full analysis span regression · 6 months rolling