+165.0%
CMI vs DGX
+66.8%
+98.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | -12.4% | -1.2% | -11.2% | -12.2% |
| 3M | -14.8% | +15.8% | -30.5% | -17.7% |
| 6M | +0.8% | +18.2% | -17.4% | -3.3% |
| YTD | +10.2% | +37.2% | -27.0% | +1.2% |
| 1Y | +37.4% | +30.4% | +7.1% | +27.7% |
| 3Y | +153.3% | +96.7% | +56.6% | +104.6% |
| All | +165.0% | +66.8% | +98.2% | +110.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling