-5.7%
CMG vs DRI
+68.4%
-74.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.7% |
| 7D | -6.5% | -4.8% | -1.6% | -4.0% |
| 30D | +12.1% | -3.9% | +16.0% | +14.4% |
| 3M | +20.6% | +5.1% | +15.5% | +16.9% |
| 6M | +2.1% | +5.5% | -3.4% | -1.3% |
| YTD | -2.6% | +16.5% | -19.1% | -10.9% |
| 1Y | -8.7% | +2.0% | -10.7% | -10.7% |
| 3Y | -7.4% | +54.5% | -61.9% | -29.7% |
| 5Y | -5.7% | +66.6% | -72.3% | -35.9% |
| All | -5.7% | +68.4% | -74.1% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling