-7.6%
CMG vs DRI
+54.1%
-61.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.8% |
| 7D | -6.5% | -4.8% | -1.6% | -4.5% |
| 30D | +12.1% | -3.9% | +16.0% | +14.0% |
| 3M | +20.6% | +5.1% | +15.5% | +17.7% |
| 6M | +2.1% | +5.5% | -3.4% | -0.6% |
| YTD | -2.6% | +16.5% | -19.1% | -9.0% |
| 1Y | -8.7% | +2.0% | -10.7% | -10.9% |
| All | -7.6% | +54.1% | -61.7% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling