+10.9%
CMG vs DOW
+50.2%
-39.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.2% | +9.1% | +5.9% |
| 7D | +22.5% | -4.2% | +26.7% | +22.6% |
| 30D | +14.1% | +14.7% | -0.6% | +13.5% |
| 3M | +4.1% | +9.1% | -5.0% | +3.7% |
| 6M | +10.1% | -17.7% | +27.7% | +10.8% |
| YTD | -4.9% | +44.6% | -49.5% | -19.2% |
| 1Y | +10.9% | +51.9% | -41.0% | -9.4% |
| All | +10.9% | +50.2% | -39.3% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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