+4,013.6%
CMG vs ITW
+907.0%
+3,106.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | -2.1% | -0.7% | -1.3% | -1.7% |
| 30D | +10.9% | -8.3% | +19.2% | +15.8% |
| 3M | +15.8% | +6.0% | +9.8% | +11.7% |
| 6M | +6.9% | 0.0% | +7.0% | +6.0% |
| YTD | -2.2% | +10.2% | -12.4% | -7.9% |
| 1Y | -7.1% | +3.2% | -10.3% | -9.7% |
| 3Y | -7.1% | +21.0% | -28.1% | -17.8% |
| 5Y | -4.8% | +37.9% | -42.7% | -22.2% |
| 10Y | +324.3% | +193.2% | +131.1% | +112.6% |
| All | +4,013.6% | +907.0% | +3,106.7% | +962.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling