+322.0%
CMG vs BBWI
-55.0%
+377.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -0.9% |
| 7D | -2.1% | -4.8% | +2.8% | -1.3% |
| 30D | +10.9% | +3.5% | +7.4% | +9.9% |
| 3M | +15.8% | -0.3% | +16.2% | +15.2% |
| 6M | +6.9% | -5.4% | +12.3% | +6.6% |
| YTD | -2.2% | -4.7% | +2.6% | -2.8% |
| 1Y | -7.1% | -30.5% | +23.4% | -3.4% |
| 3Y | -7.1% | -44.3% | +37.2% | -3.0% |
| 5Y | -4.8% | -66.9% | +62.1% | +5.2% |
| All | +322.0% | -55.0% | +377.0% | +274.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling