+1,949.9%
CMG vs SW
+755.0%
+1,194.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -2.8% | -5.1% | +2.3% | -2.6% |
| 30D | +7.1% | -4.6% | +11.7% | +7.3% |
| 3M | +31.2% | +9.4% | +21.8% | +30.5% |
| 6M | +0.7% | +3.5% | -2.8% | +0.3% |
| YTD | -0.1% | +22.0% | -22.1% | -1.1% |
| 1Y | -10.7% | +2.2% | -13.0% | -11.2% |
| 3Y | -4.7% | +19.6% | -24.3% | -5.9% |
| 5Y | -3.8% | -2.3% | -1.4% | -5.5% |
| 10Y | +352.5% | +181.4% | +171.1% | +334.7% |
| All | +1,949.9% | +755.0% | +1,194.9% | +1,741.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling