+4,100.0%
CMG vs DLR
+1,579.6%
+2,520.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -1.5% | +3.4% | -4.9% | -2.6% |
| 30D | +12.7% | -2.2% | +14.9% | +13.4% |
| 3M | +26.3% | +4.7% | +21.5% | +23.3% |
| 6M | +4.5% | +9.0% | -4.5% | +0.5% |
| YTD | -0.1% | +24.1% | -24.3% | -8.3% |
| 1Y | -6.8% | +20.9% | -27.7% | -14.3% |
| 3Y | -5.0% | +60.0% | -65.0% | -22.3% |
| 5Y | -3.0% | +35.3% | -38.3% | -17.6% |
| 10Y | +323.6% | +165.8% | +157.8% | +168.2% |
| All | +4,100.0% | +1,579.6% | +2,520.4% | +1,149.9% |
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