+15.6%
DIA vs CMG
-6.5%
+22.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | -2.1% | +0.5% | -1.4% |
| 30D | -2.0% | +10.9% | -12.9% | -2.9% |
| 3M | +3.6% | +15.8% | -12.2% | +1.5% |
| 6M | +11.5% | +6.9% | +4.6% | +10.3% |
| YTD | +10.4% | -2.2% | +12.5% | +10.3% |
| 1Y | +15.6% | -7.1% | +22.7% | +14.9% |
| All | +15.6% | -6.5% | +22.1% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling