-5.7%
CMG vs HWM
+658.8%
-664.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | -6.5% | -8.0% | +1.6% | -4.4% |
| 30D | +12.1% | -18.0% | +30.1% | +18.4% |
| 3M | +20.6% | -9.5% | +30.1% | +22.7% |
| 6M | +2.1% | -8.4% | +10.5% | +3.0% |
| YTD | -2.6% | +13.6% | -16.3% | -9.4% |
| 1Y | -8.7% | +30.2% | -38.9% | -19.3% |
| 3Y | -7.4% | +392.2% | -399.6% | -53.7% |
| 5Y | -5.7% | +645.2% | -650.9% | -61.5% |
| All | -5.7% | +658.8% | -664.5% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling