+11.7%
CMI vs DG
+45.3%
-33.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +8.5% | -14.3% | -5.2% |
| 7D | -11.2% | +12.3% | -23.5% | -10.6% |
| 30D | -9.8% | +19.3% | -29.1% | -9.2% |
| 3M | -25.5% | +11.9% | -37.4% | -25.0% |
| 6M | -27.7% | +25.0% | -52.6% | -27.4% |
| YTD | -6.6% | +8.7% | -15.3% | -2.2% |
| 1Y | +11.7% | +44.7% | -33.0% | +22.8% |
| All | +11.7% | +45.3% | -33.6% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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