-6.7%
CMG vs HWM
+26.9%
-33.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | -3.8% | -12.5% | +8.7% | -2.7% |
| 30D | +12.9% | -19.0% | +31.9% | +15.3% |
| 3M | +18.8% | -8.6% | +27.4% | +17.8% |
| 6M | +4.1% | -10.2% | +14.2% | +2.7% |
| YTD | -2.4% | +11.3% | -13.7% | -9.5% |
| 1Y | -6.7% | +24.3% | -30.9% | -14.4% |
| All | -6.7% | +26.9% | -33.5% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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