+129.0%
CMG vs DT
+100.3%
+28.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -2.1% | -1.6% | -0.5% | -1.6% |
| 30D | +10.9% | +3.0% | +7.9% | +9.4% |
| 3M | +15.8% | +26.5% | -10.7% | +6.2% |
| 6M | +6.9% | +35.9% | -29.0% | -5.8% |
| YTD | -2.2% | +17.8% | -20.0% | -10.1% |
| 1Y | -7.1% | +4.1% | -11.1% | -10.9% |
| 3Y | -7.1% | +5.3% | -12.4% | -13.7% |
| 5Y | -4.8% | -27.2% | +22.4% | -5.1% |
| All | +129.0% | +100.3% | +28.7% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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