+1.5%
CMI vs DG
-13.1%
+14.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.6% |
| 7D | +0.7% | -4.8% | +5.5% | 0.0% |
| 30D | -12.3% | +1.8% | -14.0% | -11.9% |
| 3M | -16.8% | +14.5% | -31.3% | -16.3% |
| 6M | +1.5% | -13.6% | +15.1% | +7.9% |
| All | +1.5% | -13.1% | +14.6% | +7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling