-16.5%
CMG vs HWM
+345.1%
-361.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +8.0% | -1.8% | +9.8% | +8.3% |
| 30D | +13.7% | -2.7% | +16.4% | +13.9% |
| 3M | +11.8% | -22.7% | +34.5% | +17.1% |
| 6M | +10.6% | -18.9% | +29.5% | +13.9% |
| YTD | -2.9% | +7.1% | -10.0% | -7.7% |
| 1Y | +17.8% | +4.7% | +13.2% | +12.6% |
| All | -16.5% | +345.1% | -361.6% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling