+3,896.6%
CMG vs DRI
+1,048.3%
+2,848.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.6% | -3.8% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +15.9% | +10.8% | +5.0% | +10.6% |
| 3M | +7.8% | +0.9% | +6.8% | +7.3% |
| 6M | +7.7% | +16.3% | -8.7% | 0.0% |
| YTD | -4.9% | +27.8% | -32.7% | -15.7% |
| 1Y | +12.3% | +33.9% | -21.6% | -2.6% |
| 3Y | -17.1% | +67.2% | -84.3% | -36.5% |
| 5Y | -5.6% | +79.0% | -84.6% | -30.5% |
| 10Y | +342.9% | +332.2% | +10.7% | +77.5% |
| All | +3,896.6% | +1,048.3% | +2,848.3% | +653.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling