-7.3%
CMG vs DT
+8.0%
-15.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | -3.8% | -2.5% | -1.3% | -3.3% |
| 30D | +12.9% | +3.5% | +9.4% | +11.8% |
| 3M | +18.8% | +26.7% | -7.9% | +12.0% |
| 6M | +4.1% | +36.1% | -32.1% | -4.5% |
| YTD | -2.4% | +18.6% | -21.0% | -7.3% |
| 1Y | -6.7% | +7.9% | -14.6% | -8.9% |
| All | -7.3% | +8.0% | -15.3% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling