-16.8%
CMG vs SW
+39.0%
-55.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | +8.0% | +2.3% | +5.6% | +7.7% |
| 30D | +11.9% | +6.8% | +5.1% | +10.9% |
| 3M | +2.1% | -5.2% | +7.3% | +2.6% |
| 6M | +5.2% | +7.4% | -2.3% | +3.3% |
| YTD | -6.9% | +17.4% | -24.3% | -10.2% |
| 1Y | +12.7% | +27.1% | -14.4% | +7.3% |
| 3Y | -16.8% | +47.9% | -64.7% | -20.7% |
| All | -16.8% | +39.0% | -55.8% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling