-7.3%
CMG vs BBWI
-35.5%
+28.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.6% |
| 7D | -3.8% | -8.0% | +4.2% | -2.3% |
| 30D | +12.9% | -6.6% | +19.5% | +14.0% |
| 3M | +18.8% | -2.7% | +21.5% | +18.4% |
| 6M | +4.1% | -12.8% | +16.8% | +5.7% |
| YTD | -2.4% | -10.5% | +8.1% | -1.6% |
| All | -7.3% | -35.5% | +28.3% | +6.8% |
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