+322.0%
CMG vs DLR
+177.5%
+144.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +10.9% | -4.3% | +15.2% | +12.0% |
| 3M | +15.8% | +3.8% | +12.0% | +13.9% |
| 6M | +6.9% | +5.8% | +1.1% | +4.5% |
| YTD | -2.2% | +23.5% | -25.7% | -8.6% |
| 1Y | -7.1% | +11.1% | -18.2% | -10.9% |
| 3Y | -7.1% | +57.9% | -65.0% | -21.0% |
| 5Y | -4.8% | +44.0% | -48.8% | -18.5% |
| All | +322.0% | +177.5% | +144.5% | +232.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling