+153.3%
CMI vs DGX
+96.4%
+56.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | -12.4% | -1.2% | -11.2% | -12.3% |
| 3M | -14.8% | +15.8% | -30.5% | -16.7% |
| 6M | +0.8% | +18.2% | -17.4% | -2.0% |
| YTD | +10.2% | +37.2% | -27.0% | +3.4% |
| 1Y | +37.4% | +30.4% | +7.1% | +30.3% |
| 3Y | +153.3% | +96.7% | +56.6% | +108.2% |
| All | +153.3% | +96.4% | +56.9% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling