+3,994.3%
CMG vs DHR
+1,755.8%
+2,238.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -6.5% | -2.4% | -4.1% | -5.5% |
| 30D | +12.1% | -2.2% | +14.3% | +13.1% |
| 3M | +20.6% | +9.0% | +11.6% | +15.5% |
| 6M | +2.1% | +3.5% | -1.4% | -0.3% |
| YTD | -2.6% | -10.1% | +7.5% | +0.8% |
| 1Y | -8.7% | +6.2% | -14.9% | -12.5% |
| 3Y | -7.4% | -5.4% | -2.0% | -9.9% |
| 5Y | -5.7% | -27.9% | +22.2% | +1.8% |
| 10Y | +322.3% | +215.7% | +106.6% | +134.6% |
| All | +3,994.3% | +1,755.8% | +2,238.5% | +459.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling