-10.7%
CMG vs DLR
+19.9%
-30.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -2.8% | +1.6% | -4.4% | -2.6% |
| 30D | +7.1% | -3.4% | +10.5% | +6.8% |
| 3M | +31.2% | +0.5% | +30.7% | +31.3% |
| 6M | +0.7% | +4.6% | -3.9% | +1.5% |
| YTD | -0.1% | +23.4% | -23.5% | +4.4% |
| 1Y | -10.7% | +19.0% | -29.8% | -7.2% |
| All | -10.7% | +19.9% | -30.7% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling