+399.0%
CMG vs HWM
+1,247.7%
-848.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.1% |
| 3M | +11.8% | -22.7% | +34.5% | +17.3% |
| 6M | +10.6% | -18.9% | +29.5% | +14.4% |
| YTD | -2.9% | +7.1% | -10.0% | -6.1% |
| 1Y | +17.8% | +4.7% | +13.2% | +14.5% |
| 3Y | -15.3% | +345.6% | -360.9% | -41.3% |
| 5Y | -0.9% | +588.3% | -589.2% | -37.5% |
| 10Y | +358.4% | +1,516.2% | -1,157.8% | +138.2% |
| All | +399.0% | +1,247.7% | -848.7% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling