+10.9%
CMG vs DRI
+34.0%
-23.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.1% | +0.7% | +2.8% |
| 7D | +22.5% | +6.5% | +16.0% | +18.2% |
| 30D | +14.1% | +16.4% | -2.3% | +4.8% |
| 3M | +4.1% | +13.6% | -9.6% | -3.1% |
| 6M | +10.1% | +22.0% | -11.9% | -2.6% |
| YTD | -4.9% | +29.3% | -34.2% | -21.0% |
| 1Y | +10.9% | +32.0% | -21.1% | -9.8% |
| All | +10.9% | +34.0% | -23.1% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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