+10.1%
CMG vs DLR
+12.7%
-2.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.3% | +6.1% |
| 7D | +22.5% | +2.8% | +19.7% | +22.9% |
| 30D | +14.1% | +2.8% | +11.3% | +14.6% |
| 3M | +4.1% | -4.0% | +8.1% | +3.9% |
| 6M | +10.1% | -5.6% | +15.7% | +10.3% |
| YTD | -4.9% | +21.9% | -26.8% | +0.5% |
| All | +10.1% | +12.7% | -2.6% | +12.8% |
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