-10.7%
CMG vs ITW
+5.8%
-16.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.5% |
| 7D | -2.8% | -3.6% | +0.7% | -1.9% |
| 30D | +7.1% | -9.1% | +16.3% | +9.8% |
| 3M | +31.2% | +8.2% | +22.9% | +24.3% |
| 6M | +0.7% | -4.8% | +5.5% | +0.9% |
| YTD | -0.1% | +11.0% | -11.1% | -8.7% |
| 1Y | -10.7% | +4.2% | -15.0% | -17.3% |
| All | -10.7% | +5.8% | -16.5% | -17.3% |
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