+346.3%
CMG vs SW
+147.8%
+198.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -2.8% | -5.1% | +2.3% | -2.5% |
| 30D | +7.1% | -4.6% | +11.7% | +7.4% |
| 3M | +31.2% | +9.4% | +21.8% | +30.2% |
| 6M | +0.7% | +3.5% | -2.8% | +0.1% |
| YTD | -0.1% | +22.0% | -22.1% | -1.7% |
| 1Y | -10.7% | +2.2% | -13.0% | -11.5% |
| 3Y | -4.7% | +19.6% | -24.3% | -6.7% |
| 5Y | -3.8% | -2.3% | -1.4% | -7.1% |
| All | +346.3% | +147.8% | +198.5% | +321.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling