+325.9%
CMG vs DRI
+331.7%
-5.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.5% | +1.1% | +1.4% | +2.1% |
| 30D | +15.6% | +9.7% | +5.9% | +11.5% |
| 3M | +8.2% | +3.2% | +5.0% | +6.9% |
| 6M | +9.9% | +20.6% | -10.7% | +1.6% |
| YTD | -4.6% | +28.3% | -32.9% | -14.1% |
| 1Y | +12.4% | +34.5% | -22.1% | -0.6% |
| 3Y | -18.0% | +66.5% | -84.5% | -34.4% |
| 5Y | -5.3% | +79.6% | -85.0% | -27.1% |
| All | +325.9% | +331.7% | -5.8% | +119.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling