-7.1%
CMG vs DOW
+28.8%
-35.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | -2.1% | -1.4% | -0.7% | -1.9% |
| 30D | +10.9% | -3.9% | +14.8% | +11.3% |
| 3M | +15.8% | -12.7% | +28.5% | +17.4% |
| 6M | +6.9% | -13.7% | +20.6% | +5.7% |
| YTD | -2.2% | +28.4% | -30.5% | -17.2% |
| 1Y | -7.1% | +21.8% | -28.8% | -18.3% |
| All | -7.1% | +28.8% | -35.8% | -18.3% |
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 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