-3.1%
CMG vs BBWI
-67.2%
+64.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -1.2% |
| 7D | -2.1% | -4.8% | +2.8% | -1.1% |
| 30D | +10.9% | +3.5% | +7.4% | +9.7% |
| 3M | +15.8% | -0.3% | +16.2% | +15.0% |
| 6M | +6.9% | -5.4% | +12.3% | +6.5% |
| YTD | -2.2% | -4.7% | +2.6% | -3.1% |
| 1Y | -7.1% | -30.5% | +23.4% | -2.3% |
| 3Y | -7.1% | -44.3% | +37.2% | -2.6% |
| All | -3.1% | -67.2% | +64.1% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling