-5.0%
CMG vs HWM
+385.3%
-390.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.7% | +10.7% | +2.3% |
| 7D | -1.5% | -9.2% | +7.7% | +0.4% |
| 30D | +12.7% | -17.9% | +30.6% | +17.2% |
| 3M | +26.3% | -6.0% | +32.3% | +26.4% |
| 6M | +4.5% | -7.4% | +11.8% | +4.5% |
| YTD | -0.1% | +13.1% | -13.2% | -5.7% |
| 1Y | -6.8% | +29.3% | -36.1% | -15.3% |
| 3Y | -5.0% | +389.9% | -394.9% | -40.0% |
| All | -5.0% | +385.3% | -390.3% | -40.0% |
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