-3.1%
CMG vs DHR
-30.1%
+27.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.1% | -3.6% | +1.6% | -0.8% |
| 30D | +10.9% | -2.7% | +13.7% | +12.0% |
| 3M | +15.8% | +10.9% | +4.9% | +11.0% |
| 6M | +6.9% | +3.0% | +3.9% | +5.1% |
| YTD | -2.2% | -12.2% | +10.0% | +1.7% |
| 1Y | -7.1% | +3.3% | -10.4% | -9.3% |
| 3Y | -7.1% | -8.2% | +1.1% | -9.1% |
| All | -3.1% | -30.1% | +27.0% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling