+171.9%
CMG vs DOW
-17.0%
+188.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | -2.1% | -1.4% | -0.7% | -1.7% |
| 30D | +10.9% | -3.9% | +14.8% | +12.0% |
| 3M | +15.8% | -12.7% | +28.5% | +19.4% |
| 6M | +6.9% | -13.7% | +20.6% | +8.7% |
| YTD | -2.2% | +28.4% | -30.5% | -11.9% |
| 1Y | -7.1% | +21.8% | -28.8% | -15.3% |
| 3Y | -7.1% | -35.7% | +28.6% | -1.6% |
| 5Y | -4.8% | -36.8% | +32.0% | +0.2% |
| All | +171.9% | -17.0% | +188.8% | +139.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling