+4,100.0%
CMG vs DRI
+984.0%
+3,116.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -2.8% | +0.6% | -3.4% | -3.1% |
| 30D | +7.1% | +3.8% | +3.3% | +5.2% |
| 3M | +31.2% | +13.0% | +18.1% | +23.5% |
| 6M | +0.7% | +8.3% | -7.6% | -3.4% |
| YTD | -0.1% | +20.6% | -20.7% | -9.0% |
| 1Y | -10.7% | +6.5% | -17.2% | -13.9% |
| 3Y | -4.7% | +53.7% | -58.4% | -24.2% |
| 5Y | -3.8% | +72.7% | -76.4% | -28.2% |
| 10Y | +352.5% | +363.2% | -10.7% | +73.7% |
| All | +4,100.0% | +984.0% | +3,116.0% | +713.1% |
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