+321.2%
CMG vs DRI
+348.7%
-27.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -3.8% | -4.8% | +1.0% | -1.9% |
| 30D | +12.9% | -5.2% | +18.1% | +15.4% |
| 3M | +18.8% | +2.7% | +16.0% | +17.1% |
| 6M | +4.1% | +3.6% | +0.4% | +2.2% |
| YTD | -2.4% | +15.4% | -17.8% | -8.2% |
| 1Y | -6.7% | +1.3% | -7.9% | -7.7% |
| 3Y | -7.1% | +53.1% | -60.2% | -23.2% |
| 5Y | -5.0% | +64.6% | -69.5% | -24.4% |
| All | +321.2% | +348.7% | -27.5% | +109.4% |
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