+10.9%
CMG vs ITW
+24.0%
-13.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.5% | +5.1% |
| 7D | +22.5% | +6.3% | +16.2% | +20.3% |
| 30D | +14.1% | +11.1% | +3.0% | +10.8% |
| 3M | +4.1% | +0.1% | +4.0% | +3.7% |
| 6M | +10.1% | +18.1% | -8.0% | +1.2% |
| YTD | -4.9% | +21.4% | -26.3% | -17.3% |
| 1Y | +10.9% | +22.9% | -12.0% | -6.3% |
| All | +10.9% | +24.0% | -13.1% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling