-7.1%
CMG vs DTE
+1.0%
-8.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | -2.1% | -2.6% | +0.5% | -2.0% |
| 30D | +10.9% | -4.4% | +15.3% | +11.0% |
| 3M | +15.8% | -8.3% | +24.2% | +16.5% |
| 6M | +6.9% | -8.1% | +15.0% | +8.1% |
| YTD | -2.2% | +4.4% | -6.6% | -2.9% |
| 1Y | -7.1% | +0.2% | -7.3% | -5.1% |
| All | -7.1% | +1.0% | -8.0% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling