+4,100.0%
CMG vs BBWI
+170.2%
+3,929.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.5% | -2.4% |
| 7D | -2.8% | +1.5% | -4.3% | -3.2% |
| 30D | +7.1% | -5.2% | +12.3% | +8.1% |
| 3M | +31.2% | +11.1% | +20.0% | +26.4% |
| 6M | +0.7% | -13.4% | +14.1% | +2.5% |
| YTD | -0.1% | +0.1% | -0.2% | -2.6% |
| 1Y | -10.7% | -36.1% | +25.4% | -3.4% |
| 3Y | -4.7% | -44.1% | +39.4% | +1.0% |
| 5Y | -3.8% | -66.2% | +62.5% | +11.6% |
| 10Y | +352.5% | -54.8% | +407.3% | +307.3% |
| All | +4,100.0% | +170.2% | +3,929.8% | +1,234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling