-7.1%
CMG vs DOW
-36.3%
+29.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | -2.1% | -1.4% | -0.7% | -1.8% |
| 30D | +10.9% | -3.9% | +14.8% | +11.8% |
| 3M | +15.8% | -12.7% | +28.5% | +19.1% |
| 6M | +6.9% | -13.7% | +20.6% | +7.9% |
| YTD | -2.2% | +28.4% | -30.5% | -14.2% |
| 1Y | -7.1% | +21.8% | -28.8% | -17.4% |
| 3Y | -7.1% | -35.7% | +28.6% | -7.3% |
| All | -7.1% | -36.3% | +29.1% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling