+503.2%
CMI vs DG
+101.8%
+401.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | -0.7% | -6.5% | +5.8% | +0.3% |
| 30D | -12.4% | +4.2% | -16.6% | -13.0% |
| 3M | -14.8% | +9.5% | -24.3% | -16.4% |
| 6M | +0.8% | -13.1% | +13.9% | +2.5% |
| YTD | +10.2% | -4.8% | +15.0% | +10.5% |
| 1Y | +37.4% | +20.6% | +16.8% | +31.8% |
| 3Y | +153.3% | +4.9% | +148.3% | +141.4% |
| 5Y | +167.6% | -37.9% | +205.5% | +187.8% |
| All | +503.2% | +101.8% | +401.4% | +363.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling