+1,670.3%
CMI vs DG
+577.8%
+1,092.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.2% | +0.9% |
| 7D | +1.9% | -2.5% | +4.3% | +2.3% |
| 30D | -12.5% | +1.0% | -13.5% | -12.8% |
| 3M | -16.2% | +20.3% | -36.5% | -19.5% |
| 6M | +4.9% | -11.7% | +16.6% | +6.6% |
| YTD | +11.1% | -2.3% | +13.5% | +10.8% |
| 1Y | +43.4% | +20.0% | +23.4% | +36.5% |
| 3Y | +154.1% | +7.2% | +146.8% | +138.1% |
| 5Y | +169.5% | -37.9% | +207.4% | +185.2% |
| 10Y | +503.8% | +107.3% | +396.5% | +356.4% |
| All | +1,670.3% | +577.8% | +1,092.5% | +724.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling