+4,063.6%
CMG vs DLR
+1,516.4%
+2,547.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +4.1% | -2.0% | +6.1% | +4.7% |
| 30D | +20.5% | +0.5% | +20.0% | +20.1% |
| 3M | +14.5% | -4.4% | +18.9% | +15.5% |
| 6M | +14.8% | -6.4% | +21.2% | +15.7% |
| YTD | -1.0% | +19.5% | -20.4% | -8.4% |
| 1Y | +22.9% | +10.5% | +12.4% | +16.4% |
| 3Y | -13.6% | +54.0% | -67.6% | -28.6% |
| 5Y | +0.9% | +39.7% | -38.8% | -15.5% |
| 10Y | +361.4% | +189.5% | +171.8% | +182.4% |
| All | +4,063.6% | +1,516.4% | +2,547.2% | +1,149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling