+3,994.3%
CMG vs DTE
+731.7%
+3,262.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | +12.1% | -0.5% | +12.6% | +12.3% |
| 3M | +20.6% | -6.0% | +26.6% | +23.4% |
| 6M | +2.1% | -7.2% | +9.3% | +4.8% |
| YTD | -2.6% | +7.2% | -9.8% | -6.1% |
| 1Y | -8.7% | +4.1% | -12.7% | -10.9% |
| 3Y | -7.4% | +46.9% | -54.3% | -23.5% |
| 5Y | -5.7% | +32.9% | -38.6% | -19.7% |
| 10Y | +322.3% | +144.5% | +177.9% | +152.8% |
| All | +3,994.3% | +731.7% | +3,262.6% | +1,217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling