+247.6%
DIA vs CMG
+327.5%
-79.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.6% | -2.1% | +0.5% | -1.1% |
| 30D | -2.0% | +10.9% | -12.9% | -4.2% |
| 3M | +3.6% | +15.8% | -12.2% | -0.2% |
| 6M | +11.5% | +6.9% | +4.6% | +8.9% |
| YTD | +10.4% | -2.2% | +12.5% | +9.6% |
| 1Y | +15.6% | -7.1% | +22.7% | +15.2% |
| 3Y | +58.9% | -7.1% | +66.0% | +55.2% |
| 5Y | +65.3% | -4.8% | +70.1% | +57.0% |
| All | +247.6% | +327.5% | -79.9% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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