+413.4%
CMG vs HWM
+1,494.1%
-1,080.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | -2.8% | -2.1% | -0.7% | -2.5% |
| 30D | +7.1% | -11.0% | +18.1% | +9.6% |
| 3M | +31.2% | +4.0% | +27.1% | +29.3% |
| 6M | +0.7% | -0.2% | +0.9% | -0.1% |
| YTD | -0.1% | +26.7% | -26.8% | -6.4% |
| 1Y | -10.7% | +44.7% | -55.5% | -18.9% |
| 3Y | -4.7% | +426.1% | -430.8% | -36.0% |
| 5Y | -3.8% | +738.5% | -742.3% | -41.6% |
| All | +413.4% | +1,494.1% | -1,080.6% | +158.9% |
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