-7.6%
CMG vs DLR
+58.6%
-66.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -6.5% | +2.9% | -9.4% | -6.9% |
| 30D | +12.1% | -1.2% | +13.3% | +12.2% |
| 3M | +20.6% | +2.9% | +17.7% | +19.4% |
| 6M | +2.1% | +6.7% | -4.6% | +0.3% |
| YTD | -2.6% | +23.9% | -26.5% | -7.5% |
| 1Y | -8.7% | +18.6% | -27.3% | -12.9% |
| All | -7.6% | +58.6% | -66.2% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling