+350.1%
CMG vs SW
+182.7%
+167.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.7% |
| 7D | +8.0% | +2.3% | +5.6% | +7.8% |
| 30D | +11.9% | +6.8% | +5.1% | +11.4% |
| 3M | +2.1% | -5.2% | +7.3% | +2.4% |
| 6M | +5.2% | +7.4% | -2.3% | +4.4% |
| YTD | -6.9% | +17.4% | -24.3% | -8.3% |
| 1Y | +12.7% | +27.1% | -14.4% | +10.5% |
| 3Y | -16.8% | +47.9% | -64.7% | -19.1% |
| 5Y | -4.1% | -2.6% | -1.5% | -7.2% |
| All | +350.1% | +182.7% | +167.4% | +352.4% |
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