-10.7%
CMG vs BBWI
-34.3%
+23.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.5% | -2.2% |
| 7D | -2.8% | +1.5% | -4.3% | -3.1% |
| 30D | +7.1% | -5.2% | +12.3% | +8.1% |
| 3M | +31.2% | +11.1% | +20.0% | +27.4% |
| 6M | +0.7% | -13.4% | +14.1% | +2.7% |
| YTD | -0.1% | +0.1% | -0.2% | -1.5% |
| 1Y | -10.7% | -36.1% | +25.4% | +1.8% |
| All | -10.7% | -34.3% | +23.5% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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